+251.7%
BAC vs RSP
+222.0%
+29.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | -0.6% |
| 7D | +2.0% | +0.4% | +1.5% | +1.5% |
| 30D | -6.9% | +3.7% | -10.7% | -11.1% |
| 3M | -19.6% | +0.8% | -20.3% | -20.4% |
| 6M | -0.5% | +9.1% | -9.5% | -11.1% |
| YTD | -6.6% | +16.7% | -23.3% | -23.6% |
| 1Y | -3.0% | +19.7% | -22.6% | -23.1% |
| 3Y | +97.3% | +66.7% | +30.6% | +2.2% |
| 5Y | +21.9% | +48.7% | -26.8% | -26.7% |
| 10Y | +251.7% | +215.6% | +36.1% | -33.4% |
| All | +251.7% | +222.0% | +29.7% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling