-1.5%
BAC vs RSP
+21.9%
-23.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +2.2% |
| 7D | +1.5% | +2.7% | -1.2% | -0.9% |
| 30D | -4.4% | +5.8% | -10.2% | -9.2% |
| 3M | -17.5% | +1.8% | -19.3% | -18.9% |
| 6M | -0.1% | +11.6% | -11.7% | -10.3% |
| YTD | -4.6% | +18.0% | -22.6% | -18.8% |
| 1Y | -1.5% | +21.8% | -23.4% | -18.6% |
| All | -1.5% | +21.9% | -23.4% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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