+2.0%
RDW vs BAH
-7.1%
+9.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +0.9% | +4.3% | -3.4% | -0.8% |
| 30D | -21.3% | -2.5% | -18.8% | -20.7% |
| 3M | -37.9% | -0.9% | -36.9% | -38.0% |
| 6M | +12.3% | +1.5% | +10.8% | +10.5% |
| YTD | +39.7% | -8.0% | +47.7% | +43.2% |
| 1Y | +25.7% | -24.7% | +50.4% | +37.8% |
| 3Y | +230.8% | -28.4% | +259.2% | +264.6% |
| 5Y | -8.8% | +2.8% | -11.6% | -8.4% |
| All | +2.0% | -7.1% | +9.1% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling