+194.1%
BAC vs RSP
+1,139.7%
-945.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.7% |
| 7D | +1.1% | -0.8% | +1.9% | +2.3% |
| 30D | -0.4% | -0.3% | -0.1% | 0.0% |
| 3M | +16.9% | +4.3% | +12.6% | +9.2% |
| 6M | +26.6% | +8.8% | +17.8% | +10.6% |
| YTD | +15.8% | +15.3% | +0.5% | -7.5% |
| 1Y | +27.2% | +18.3% | +8.9% | -2.7% |
| 3Y | +132.4% | +52.8% | +79.6% | +19.1% |
| 5Y | +72.6% | +51.7% | +20.9% | -12.3% |
| 10Y | +389.7% | +208.5% | +181.3% | -21.3% |
| All | +194.1% | +1,139.7% | -945.6% | -90.0% |
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