+203.4%
RSP vs BG
+171.4%
+32.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -3.1% | +3.7% | -6.8% | -4.1% |
| 30D | -3.4% | +12.3% | -15.8% | -6.6% |
| 3M | +3.6% | -2.2% | +5.8% | +3.7% |
| 6M | +9.0% | +5.3% | +3.6% | +6.4% |
| YTD | +12.2% | +42.4% | -30.2% | +0.2% |
| 1Y | +15.6% | +55.2% | -39.6% | +0.1% |
| 3Y | +51.6% | +21.0% | +30.7% | +39.0% |
| 5Y | +50.4% | +87.1% | -36.7% | +16.1% |
| All | +203.4% | +171.4% | +32.0% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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