+183.9%
BAH vs RRC
+7.9%
+176.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | -4.3% | -1.2% | -3.1% | -4.3% |
| 30D | -4.5% | +9.4% | -13.9% | -4.9% |
| 3M | -7.6% | +7.4% | -15.0% | -7.9% |
| 6M | -10.6% | +1.5% | -12.1% | -10.7% |
| YTD | -12.6% | +19.4% | -32.0% | -13.4% |
| 1Y | -27.0% | +24.2% | -51.2% | -27.8% |
| 3Y | -31.5% | +32.8% | -64.3% | -32.8% |
| 5Y | -3.8% | +152.9% | -156.7% | -8.6% |
| 10Y | +183.9% | +3.9% | +180.1% | +192.6% |
| All | +183.9% | +7.9% | +176.0% | +192.6% |
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