-26.6%
BAH vs RRC
+36.3%
-62.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -4.1% |
| 7D | -3.5% | -10.8% | +7.3% | -2.3% |
| 30D | +24.3% | +22.3% | +1.9% | +21.7% |
| 3M | +16.3% | +26.6% | -10.3% | +13.6% |
| 6M | +13.6% | +18.9% | -5.3% | +11.2% |
| YTD | +3.5% | +39.2% | -35.7% | +0.3% |
| 1Y | +2.7% | +34.0% | -31.3% | -0.4% |
| 3Y | -26.6% | +42.0% | -68.6% | -28.9% |
| All | -26.6% | +36.3% | -62.8% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling