-31.3%
BAH vs RVTY
+18.2%
-49.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -3.2% | +1.1% | -4.3% | -3.5% |
| 30D | +2.0% | +13.2% | -11.2% | -0.4% |
| 3M | -7.6% | +27.2% | -34.9% | -12.4% |
| 6M | -5.7% | +32.4% | -38.1% | -11.8% |
| YTD | -11.7% | +34.9% | -46.6% | -17.6% |
| 1Y | -27.4% | +52.4% | -79.7% | -34.0% |
| All | -31.3% | +18.2% | -49.5% | -34.7% |
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