+61.0%
RSP vs BAX
-19.9%
+81.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -1.0% | +12.1% | -13.2% | -3.1% |
| 30D | +2.6% | +7.6% | -5.0% | +1.1% |
| 3M | -0.8% | -4.5% | +3.7% | -0.2% |
| 6M | +6.3% | +52.0% | -45.7% | -2.5% |
| YTD | +14.1% | +35.1% | -21.0% | +6.0% |
| 1Y | +18.0% | +43.7% | -25.7% | +8.1% |
| 3Y | +61.0% | -20.9% | +82.0% | +61.2% |
| All | +61.0% | -19.9% | +81.0% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling