+48.4%
RSP vs BIL
+20.3%
+28.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +4.3% | +0.3% | +3.9% | +4.6% |
| 3M | -0.3% | +1.0% | -1.3% | +0.7% |
| 6M | +9.8% | +1.9% | +7.9% | +12.3% |
| YTD | +16.8% | +3.2% | +13.7% | +21.0% |
| 1Y | +19.5% | +3.7% | +15.8% | +24.4% |
| 3Y | +65.1% | +13.8% | +51.3% | +74.9% |
| All | +48.4% | +20.3% | +28.2% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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