+8.9%
RRX vs BAH
-31.5%
+40.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.6% |
| 7D | +4.3% | -4.3% | +8.6% | +4.8% |
| 30D | -8.0% | -4.5% | -3.6% | -7.6% |
| 3M | -22.0% | -7.6% | -14.4% | -20.9% |
| 6M | -11.9% | -10.6% | -1.3% | -10.6% |
| YTD | +17.1% | -12.6% | +29.7% | +18.6% |
| 1Y | +14.9% | -27.0% | +41.9% | +20.6% |
| All | +8.9% | -31.5% | +40.4% | +10.6% |
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 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