+206.0%
RRX vs BAH
+207.1%
-1.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.8% | -6.8% | -3.2% |
| 7D | -3.7% | +2.4% | -6.2% | -4.4% |
| 30D | -9.3% | -2.9% | -6.3% | -8.7% |
| 3M | -21.8% | -1.3% | -20.5% | -22.0% |
| 6M | -22.0% | -0.9% | -21.1% | -23.0% |
| YTD | +11.9% | -8.2% | +20.2% | +11.9% |
| 1Y | +11.6% | -24.0% | +35.6% | +18.2% |
| 3Y | +2.2% | -28.1% | +30.3% | +4.7% |
| 5Y | +14.9% | +2.5% | +12.4% | +1.0% |
| All | +206.0% | +207.1% | -1.0% | +83.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling