+208.8%
BAH vs RRC
+63.1%
+145.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -1.5% | -10.3% | +8.8% | -1.0% |
| 30D | +17.3% | +19.5% | -2.2% | +16.2% |
| 3M | +14.9% | +27.9% | -13.0% | +13.5% |
| 6M | +14.2% | +21.2% | -6.9% | +13.1% |
| YTD | +5.1% | +39.6% | -34.4% | +3.3% |
| 1Y | +2.1% | +31.3% | -29.2% | +0.6% |
| 3Y | -26.0% | +51.9% | -77.9% | -27.9% |
| 5Y | +9.0% | +110.2% | -101.2% | +4.0% |
| 10Y | +208.8% | +56.7% | +152.1% | +216.1% |
| All | +208.8% | +63.1% | +145.7% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling