+68.9%
RRX vs BAH
-26.3%
+95.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.5% |
| 7D | 0.0% | +0.5% | -0.4% | -0.1% |
| 30D | +9.0% | +18.2% | -9.2% | +7.5% |
| 3M | +4.0% | +13.1% | -9.1% | +2.9% |
| 6M | -15.7% | +15.2% | -30.9% | -16.6% |
| YTD | +29.0% | +6.0% | +23.0% | +28.3% |
| 1Y | +35.2% | +3.1% | +32.1% | +35.2% |
| All | +68.9% | -26.3% | +95.2% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling