+215.6%
RSP vs BAX
-35.6%
+251.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.6% |
| 7D | +0.4% | +9.0% | -8.6% | -2.1% |
| 30D | +3.7% | +8.5% | -4.7% | +1.0% |
| 3M | +0.8% | -4.1% | +4.9% | +1.6% |
| 6M | +9.1% | +46.9% | -37.9% | -3.9% |
| YTD | +16.7% | +38.4% | -21.7% | +3.2% |
| 1Y | +19.7% | +47.0% | -27.3% | +3.6% |
| 3Y | +66.7% | -14.9% | +81.7% | +65.2% |
| 5Y | +48.7% | -62.5% | +111.2% | +100.8% |
| 10Y | +215.6% | -33.9% | +249.5% | +276.1% |
| All | +215.6% | -35.6% | +251.2% | +276.1% |
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