+1,144.5%
RSP vs BG
+494.8%
+649.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | +2.4% | +2.6% | -0.2% | +1.6% |
| 30D | +4.3% | -6.7% | +10.9% | +6.3% |
| 3M | -0.3% | -9.3% | +8.9% | +2.0% |
| 6M | +9.8% | -18.3% | +28.2% | +15.4% |
| YTD | +16.8% | +16.2% | +0.6% | +9.7% |
| 1Y | +19.5% | +7.6% | +11.9% | +14.8% |
| 3Y | +65.1% | +6.6% | +58.6% | +55.4% |
| 5Y | +48.7% | +22.2% | +26.5% | +30.7% |
| 10Y | +213.6% | +112.0% | +101.5% | +116.8% |
| All | +1,144.5% | +494.8% | +649.7% | +543.2% |
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