+52.4%
RSP vs BDX
-9.0%
+61.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.2% |
| 7D | -1.8% | -3.6% | +1.7% | -1.0% |
| 30D | -2.5% | +0.7% | -3.2% | -2.7% |
| 3M | +3.0% | +19.0% | -16.0% | -1.5% |
| 6M | +8.9% | +10.8% | -1.9% | +6.0% |
| YTD | +13.0% | +20.1% | -7.2% | +7.4% |
| 1Y | +16.2% | +23.1% | -6.8% | +9.7% |
| All | +52.4% | -9.0% | +61.4% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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