+992.8%
RSG vs BAH
+886.2%
+106.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | +0.3% | -3.2% | +3.5% | +1.0% |
| 30D | +7.6% | +2.0% | +5.6% | +7.1% |
| 3M | +7.4% | -7.6% | +15.1% | +8.8% |
| 6M | -3.3% | -5.7% | +2.4% | -2.7% |
| YTD | +6.0% | -11.7% | +17.7% | +7.4% |
| 1Y | -3.7% | -27.4% | +23.7% | +1.5% |
| 3Y | +59.1% | -32.5% | +91.6% | +65.0% |
| 5Y | +89.0% | -3.3% | +92.4% | +76.5% |
| 10Y | +412.5% | +186.0% | +226.5% | +279.4% |
| All | +992.8% | +886.2% | +106.6% | +499.3% |
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