+131.9%
BAC vs RSP
+1,127.6%
-995.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 7D | -1.2% | -1.0% | -0.1% | +0.4% |
| 30D | -7.7% | +2.6% | -10.2% | -11.2% |
| 3M | -21.2% | -0.8% | -20.4% | -20.3% |
| 6M | -6.8% | +6.3% | -13.1% | -15.5% |
| YTD | -8.7% | +14.1% | -22.8% | -26.0% |
| 1Y | -5.3% | +18.0% | -23.3% | -27.2% |
| 3Y | +87.4% | +61.0% | +26.4% | -11.7% |
| 5Y | +18.9% | +45.6% | -26.7% | -35.5% |
| 10Y | +273.3% | +220.2% | +53.1% | -43.6% |
| All | +131.9% | +1,127.6% | -995.7% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling