+64.8%
RSP vs BAH
-26.6%
+91.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +1.8% | -2.6% | +4.3% | +2.0% |
| 30D | +3.5% | +20.4% | -16.9% | +1.6% |
| 3M | +0.2% | +11.9% | -11.6% | -1.0% |
| 6M | +9.1% | +17.1% | -8.0% | +7.2% |
| YTD | +16.6% | +5.5% | +11.1% | +15.2% |
| 1Y | +17.9% | +5.6% | +12.3% | +16.4% |
| All | +64.8% | -26.6% | +91.5% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling