+745.1%
RMD vs BAH
+886.2%
-141.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -5.0% | -3.2% | -1.7% | -4.0% |
| 30D | +2.2% | +2.0% | +0.2% | +1.5% |
| 3M | +17.8% | -7.6% | +25.5% | +20.1% |
| 6M | -11.3% | -5.7% | -5.7% | -10.8% |
| YTD | -4.4% | -11.7% | +7.3% | -2.7% |
| 1Y | -15.7% | -27.4% | +11.6% | -9.1% |
| 3Y | +47.7% | -32.5% | +80.3% | +57.7% |
| 5Y | -19.2% | -3.3% | -15.9% | -25.2% |
| 10Y | +280.4% | +186.0% | +94.4% | +158.6% |
| All | +745.1% | +886.2% | -141.1% | +264.8% |
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