+1,152.9%
RSP vs BG
+486.8%
+666.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -0.3% | +3.4% | -3.7% | -1.3% |
| 30D | +4.4% | -3.8% | +8.2% | +5.5% |
| 3M | +1.3% | -9.6% | +10.8% | +3.8% |
| 6M | +10.0% | -19.5% | +29.5% | +16.1% |
| YTD | +17.6% | +14.6% | +3.0% | +10.9% |
| 1Y | +19.2% | +6.6% | +12.6% | +14.8% |
| 3Y | +66.0% | +4.7% | +61.4% | +57.1% |
| 5Y | +50.4% | +22.1% | +28.4% | +32.2% |
| 10Y | +215.7% | +109.2% | +106.5% | +119.1% |
| All | +1,152.9% | +486.8% | +666.1% | +550.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling