-26.6%
BAH vs RVTY
+78.0%
-104.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.3% | -4.9% |
| 7D | -3.5% | -1.2% | -2.3% | -3.5% |
| 30D | +24.3% | +1.0% | +23.2% | +23.6% |
| 3M | +16.3% | +35.8% | -19.5% | +8.6% |
| 6M | +13.6% | +56.7% | -43.1% | +1.9% |
| YTD | +3.5% | +60.7% | -57.2% | -8.0% |
| 1Y | +2.7% | +73.7% | -71.0% | -10.4% |
| 3Y | -26.6% | +82.8% | -109.3% | -36.3% |
| All | -26.6% | +78.0% | -104.5% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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