-23.5%
RKT vs BAH
+3.0%
-26.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.2% | -5.1% |
| 7D | -7.5% | -2.6% | -4.9% | -6.9% |
| 30D | +26.6% | +20.4% | +6.2% | +20.7% |
| 3M | -2.4% | +11.9% | -14.3% | -5.5% |
| 6M | -7.4% | +17.1% | -24.5% | -11.1% |
| YTD | -29.2% | +5.5% | -34.7% | -31.9% |
| 1Y | -23.5% | +5.6% | -29.1% | -27.0% |
| All | -23.5% | +3.0% | -26.6% | -27.0% |
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 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