+28.3%
RDW vs BAH
-28.2%
+56.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.3% |
| 7D | -3.1% | -3.2% | +0.1% | -1.6% |
| 30D | -1.8% | +2.0% | -3.8% | -2.7% |
| 3M | -50.9% | -7.6% | -43.2% | -47.9% |
| 6M | +13.5% | -5.7% | +19.1% | +17.0% |
| YTD | +38.6% | -11.7% | +50.3% | +47.5% |
| 1Y | +28.3% | -27.4% | +55.6% | +39.6% |
| All | +28.3% | -28.2% | +56.5% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling