+1,115.8%
RSP vs BB
+235.9%
+879.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.0% |
| 7D | -1.0% | +3.8% | -4.8% | -1.6% |
| 30D | +2.6% | -0.3% | +2.9% | +2.3% |
| 3M | -0.8% | -0.5% | -0.3% | -1.5% |
| 6M | +6.3% | +45.9% | -39.6% | -1.1% |
| YTD | +14.1% | +130.6% | -116.5% | -0.6% |
| 1Y | +18.0% | +89.2% | -71.2% | +5.3% |
| 3Y | +61.0% | +137.5% | -76.5% | +33.7% |
| 5Y | +45.6% | -20.9% | +66.5% | +35.7% |
| 10Y | +220.2% | +25.4% | +194.8% | +138.9% |
| All | +1,115.8% | +235.9% | +879.8% | +742.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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