+4.4%
RDW vs BAH
-7.4%
+11.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.8% | -3.2% | -0.2% |
| 7D | +4.8% | +2.4% | +2.4% | +3.8% |
| 30D | -19.5% | -2.9% | -16.6% | -18.8% |
| 3M | -26.9% | -1.3% | -25.6% | -26.9% |
| 6M | +17.8% | -0.9% | +18.7% | +17.0% |
| YTD | +43.0% | -8.2% | +51.3% | +46.7% |
| 1Y | +32.1% | -24.0% | +56.1% | +44.3% |
| 3Y | +250.6% | -28.1% | +278.7% | +286.3% |
| 5Y | -6.6% | +2.5% | -9.1% | -6.1% |
| All | +4.4% | -7.4% | +11.8% | +4.5% |
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 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