+883.7%
BAH vs RVTY
+495.2%
+388.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -3.2% | +1.1% | -4.3% | -3.6% |
| 30D | +2.0% | +13.2% | -11.2% | -1.3% |
| 3M | -7.6% | +27.2% | -34.9% | -13.9% |
| 6M | -5.7% | +32.4% | -38.1% | -13.6% |
| YTD | -11.7% | +34.9% | -46.6% | -19.5% |
| 1Y | -27.4% | +52.4% | -79.7% | -36.0% |
| 3Y | -32.5% | +12.3% | -44.8% | -37.1% |
| 5Y | -3.3% | -30.8% | +27.5% | +0.7% |
| 10Y | +186.0% | +150.7% | +35.3% | +80.0% |
| All | +883.7% | +495.2% | +388.4% | +335.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling