+1,127.7%
RSP vs BDX
+898.5%
+229.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | +0.2% |
| 7D | -0.8% | -2.5% | +1.8% | +0.4% |
| 30D | -0.3% | +8.3% | -8.6% | -4.0% |
| 3M | +4.3% | +24.4% | -20.1% | -6.1% |
| 6M | +8.8% | +9.2% | -0.4% | +3.7% |
| YTD | +15.3% | +22.7% | -7.5% | +3.6% |
| 1Y | +18.3% | +25.9% | -7.6% | +4.8% |
| 3Y | +52.8% | -10.5% | +63.3% | +55.1% |
| 5Y | +51.7% | +1.9% | +49.8% | +42.1% |
| 10Y | +208.5% | +58.7% | +149.8% | +114.8% |
| All | +1,127.7% | +898.5% | +229.2% | +256.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling