+261.3%
RRX vs BAH
+886.2%
-624.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.5% |
| 7D | +3.4% | -3.2% | +6.7% | +4.3% |
| 30D | -11.1% | +2.0% | -13.1% | -11.8% |
| 3M | -23.7% | -7.6% | -16.1% | -22.6% |
| 6M | -22.0% | -5.7% | -16.3% | -22.1% |
| YTD | +16.5% | -11.7% | +28.2% | +17.6% |
| 1Y | +11.5% | -27.4% | +38.9% | +18.9% |
| 3Y | +1.5% | -32.5% | +34.1% | +6.8% |
| 5Y | +18.3% | -3.3% | +21.6% | +9.4% |
| 10Y | +209.8% | +186.0% | +23.8% | +105.4% |
| All | +261.3% | +886.2% | -624.9% | +55.4% |
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