+21.3%
BAC vs RSP
+47.9%
-26.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.7% |
| 7D | +1.5% | +1.8% | -0.3% | -0.5% |
| 30D | -6.4% | +3.5% | -9.9% | -9.9% |
| 3M | -21.7% | +0.2% | -21.9% | -21.9% |
| 6M | +0.5% | +9.1% | -8.6% | -9.1% |
| YTD | -6.7% | +16.6% | -23.3% | -21.8% |
| 1Y | -4.7% | +17.9% | -22.6% | -21.1% |
| 3Y | +96.1% | +64.6% | +31.5% | +12.1% |
| All | +21.3% | +47.9% | -26.6% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling