+230.8%
RDW vs BAH
-27.9%
+258.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +0.9% | +4.3% | -3.4% | -1.1% |
| 30D | -21.3% | -2.5% | -18.8% | -20.5% |
| 3M | -37.9% | -0.9% | -36.9% | -37.8% |
| 6M | +12.3% | +1.5% | +10.8% | +10.3% |
| YTD | +39.7% | -8.0% | +47.7% | +44.1% |
| 1Y | +25.7% | -24.7% | +50.4% | +40.8% |
| 3Y | +230.8% | -28.4% | +259.2% | +258.5% |
| All | +230.8% | -27.9% | +258.7% | +258.5% |
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