+48.4%
RSP vs B
+107.0%
-58.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +2.4% | -7.3% | +9.7% | +3.3% |
| 30D | +4.3% | -3.3% | +7.6% | +4.6% |
| 3M | -0.3% | -7.8% | +7.4% | +0.4% |
| 6M | +9.8% | -15.5% | +25.4% | +11.5% |
| YTD | +16.8% | -12.3% | +29.1% | +17.3% |
| 1Y | +19.5% | +5.4% | +14.1% | +16.9% |
| 3Y | +65.1% | +165.5% | -100.4% | +37.9% |
| All | +48.4% | +107.0% | -58.6% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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