+24.3%
RSG vs BAH
+5.1%
+19.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +2.5% | +1.7% | +0.8% | +2.2% |
| 30D | +12.7% | +20.8% | -8.1% | +10.0% |
| 3M | +17.9% | +11.6% | +6.4% | +16.1% |
| 6M | +25.0% | +23.1% | +1.9% | +20.9% |
| YTD | +20.8% | +5.3% | +15.5% | +18.2% |
| 1Y | +24.3% | +6.1% | +18.1% | +22.7% |
| All | +24.3% | +5.1% | +19.2% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling