+1,127.7%
RSP vs BG
+594.6%
+533.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -0.8% | +2.8% | -3.6% | -1.6% |
| 30D | -0.3% | +12.0% | -12.4% | -3.8% |
| 3M | +4.3% | -7.7% | +12.0% | +6.2% |
| 6M | +8.8% | +4.5% | +4.3% | +6.3% |
| YTD | +15.3% | +35.7% | -20.4% | +3.7% |
| 1Y | +18.3% | +50.1% | -31.8% | +2.6% |
| 3Y | +52.8% | +12.6% | +40.2% | +42.0% |
| 5Y | +51.7% | +75.4% | -23.7% | +19.4% |
| 10Y | +208.5% | +150.5% | +58.0% | +103.0% |
| All | +1,127.7% | +594.6% | +533.1% | +508.3% |
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