+50.5%
RSP vs BG
+84.9%
-34.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -1.8% | +0.5% | -2.3% | -1.9% |
| 30D | -2.5% | +10.3% | -12.9% | -4.4% |
| 3M | +3.0% | -1.9% | +4.9% | +3.1% |
| 6M | +8.9% | +5.2% | +3.6% | +7.1% |
| YTD | +13.0% | +41.2% | -28.2% | +4.1% |
| 1Y | +16.2% | +50.5% | -34.3% | +5.3% |
| 3Y | +52.7% | +19.9% | +32.8% | +43.7% |
| 5Y | +50.5% | +86.7% | -36.2% | +20.5% |
| All | +50.5% | +84.9% | -34.5% | +20.5% |
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