+204.4%
RSP vs BAX
-36.7%
+241.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.7% | +0.1% |
| 7D | -0.4% | -2.4% | +2.0% | +0.3% |
| 30D | -1.5% | -9.7% | +8.2% | +1.4% |
| 3M | +4.8% | +29.3% | -24.5% | -3.6% |
| 6M | +10.3% | +40.7% | -30.4% | -1.6% |
| YTD | +14.1% | +30.3% | -16.2% | +3.0% |
| 1Y | +17.0% | +3.4% | +13.6% | +12.9% |
| 3Y | +54.2% | -32.0% | +86.2% | +65.3% |
| 5Y | +51.5% | -66.9% | +118.4% | +114.5% |
| 10Y | +204.4% | -37.1% | +241.5% | +248.9% |
| All | +204.4% | -36.7% | +241.1% | +248.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling