+212.8%
RDDT vs BAH
-45.6%
+258.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +2.1% | +4.3% | -2.1% | +1.8% |
| 30D | +2.8% | -2.5% | +5.3% | +3.0% |
| 3M | -8.9% | -0.9% | -8.0% | -8.8% |
| 6M | +15.1% | +1.5% | +13.6% | +14.6% |
| YTD | -31.4% | -8.0% | -23.4% | -30.5% |
| 1Y | -39.4% | -24.7% | -14.7% | -38.2% |
| All | +212.8% | -45.6% | +258.4% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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