+417.0%
RSG vs BAH
+207.1%
+209.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.8% | -5.4% | -1.7% |
| 7D | -1.8% | +2.4% | -4.2% | -2.4% |
| 30D | +2.8% | -2.9% | +5.7% | +3.4% |
| 3M | +4.3% | -1.3% | +5.6% | +4.1% |
| 6M | -0.5% | -0.9% | +0.4% | -1.1% |
| YTD | +5.2% | -8.2% | +13.5% | +5.7% |
| 1Y | -2.1% | -24.0% | +21.8% | +2.5% |
| 3Y | +56.5% | -28.1% | +84.6% | +58.3% |
| 5Y | +89.5% | +2.5% | +87.0% | +67.3% |
| All | +417.0% | +207.1% | +209.9% | +260.7% |
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