+1,120.4%
RSP vs BA
+836.4%
+284.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.0% |
| 7D | -1.4% | -0.1% | -1.4% | -1.4% |
| 30D | +2.1% | -9.1% | +11.3% | +5.4% |
| 3M | -0.9% | -28.2% | +27.3% | +11.1% |
| 6M | +7.5% | -23.1% | +30.6% | +16.7% |
| YTD | +14.6% | -20.6% | +35.1% | +22.0% |
| 1Y | +17.6% | -12.7% | +30.3% | +20.5% |
| 3Y | +60.8% | -11.6% | +72.4% | +56.4% |
| 5Y | +46.1% | -23.1% | +69.3% | +43.5% |
| 10Y | +221.4% | +34.4% | +187.0% | +94.5% |
| All | +1,120.4% | +836.4% | +284.0% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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