+883.7%
BAH vs RRC
+9.7%
+874.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -3.2% | +1.3% | -4.5% | -3.3% |
| 30D | +2.0% | +10.1% | -8.1% | +1.5% |
| 3M | -7.6% | +4.0% | -11.6% | -7.8% |
| 6M | -5.7% | +1.6% | -7.3% | -5.8% |
| YTD | -11.7% | +19.7% | -31.4% | -12.7% |
| 1Y | -27.4% | +21.4% | -48.8% | -28.2% |
| 3Y | -32.5% | +29.7% | -62.2% | -33.9% |
| 5Y | -3.3% | +153.9% | -157.2% | -9.3% |
| 10Y | +186.0% | +10.8% | +175.2% | +174.6% |
| All | +883.7% | +9.7% | +874.0% | +789.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling