+300.1%
RRX vs BAH
+1,084.3%
-784.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | 0.0% | +0.5% | -0.4% | -0.2% |
| 30D | +9.0% | +18.2% | -9.2% | +4.1% |
| 3M | +4.0% | +13.1% | -9.1% | 0.0% |
| 6M | -15.7% | +15.2% | -30.9% | -20.1% |
| YTD | +29.0% | +6.0% | +23.0% | +23.4% |
| 1Y | +35.2% | +3.1% | +32.1% | +30.3% |
| 3Y | +67.7% | -26.2% | +93.9% | +72.4% |
| 5Y | +14.9% | +9.3% | +5.6% | +2.7% |
| 10Y | +216.8% | +212.3% | +4.5% | +104.2% |
| All | +300.1% | +1,084.3% | -784.1% | +63.0% |
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