+215.7%
RSP vs BAH
+211.3%
+4.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -0.3% | -1.6% | +1.3% | 0.0% |
| 30D | +4.4% | +18.0% | -13.6% | +0.2% |
| 3M | +1.3% | +11.4% | -10.2% | -1.7% |
| 6M | +10.0% | +17.7% | -7.7% | +4.6% |
| YTD | +17.6% | +5.4% | +12.3% | +13.8% |
| 1Y | +19.2% | +2.8% | +16.5% | +15.9% |
| 3Y | +66.0% | -26.7% | +92.7% | +69.5% |
| 5Y | +50.4% | +8.1% | +42.4% | +30.8% |
| 10Y | +215.7% | +202.5% | +13.1% | +107.6% |
| All | +215.7% | +211.3% | +4.3% | +107.6% |
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