+50.4%
RSP vs BG
+23.9%
+26.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -0.3% | +3.4% | -3.7% | -0.9% |
| 30D | +4.4% | -3.8% | +8.2% | +5.1% |
| 3M | +1.3% | -9.6% | +10.8% | +2.8% |
| 6M | +10.0% | -19.5% | +29.5% | +13.9% |
| YTD | +17.6% | +14.6% | +3.0% | +12.4% |
| 1Y | +19.2% | +6.6% | +12.6% | +15.7% |
| 3Y | +66.0% | +4.7% | +61.4% | +59.2% |
| 5Y | +50.4% | +22.1% | +28.4% | +31.5% |
| All | +50.4% | +23.9% | +26.5% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling