+99.1%
RSG vs BAH
+6.1%
+92.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.5% |
| 3M | +17.9% | +11.6% | +6.4% | +15.8% |
| 6M | +25.0% | +23.1% | +1.9% | +20.5% |
| YTD | +20.8% | +5.3% | +15.5% | +18.4% |
| 1Y | +24.3% | +6.1% | +18.1% | +21.5% |
| 3Y | +65.3% | -27.5% | +92.7% | +65.8% |
| All | +99.1% | +6.1% | +92.9% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling