+196.2%
RDDT vs BAH
-48.3%
+244.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.3% | -3.2% |
| 7D | +3.3% | -4.3% | +7.6% | +3.6% |
| 30D | -7.6% | -4.5% | -3.2% | -7.3% |
| 3M | -12.7% | -7.6% | -5.1% | -12.0% |
| 6M | +7.2% | -10.6% | +17.8% | +8.4% |
| YTD | -35.0% | -12.6% | -22.5% | -34.0% |
| 1Y | -35.0% | -27.0% | -8.1% | -33.6% |
| All | +196.2% | -48.3% | +244.4% | +205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling