+212.1%
RRX vs BAH
+192.9%
+19.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -0.7% | -1.3% | +0.6% | -0.4% |
| 30D | -8.0% | -6.6% | -1.3% | -6.4% |
| 3M | -25.1% | -7.2% | -17.9% | -23.9% |
| 6M | -18.3% | -10.0% | -8.3% | -17.1% |
| YTD | +14.2% | -12.5% | +26.6% | +15.6% |
| 1Y | +13.0% | -27.9% | +41.0% | +21.5% |
| 3Y | +4.2% | -31.4% | +35.6% | +8.2% |
| 5Y | +17.9% | -3.2% | +21.1% | +5.4% |
| All | +212.1% | +192.9% | +19.1% | +89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling