+215.6%
RSP vs BN
+289.4%
-73.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.8% | -1.6% | +0.5% |
| 7D | +0.4% | +3.6% | -3.2% | -1.3% |
| 30D | +3.7% | +15.9% | -12.1% | -3.4% |
| 3M | +0.8% | -2.3% | +3.1% | +1.6% |
| 6M | +9.1% | -8.4% | +17.5% | +12.9% |
| YTD | +16.7% | -5.9% | +22.6% | +18.2% |
| 1Y | +19.7% | -5.6% | +25.3% | +20.8% |
| 3Y | +66.7% | +104.2% | -37.5% | +10.7% |
| 5Y | +48.7% | +35.5% | +13.2% | +18.5% |
| 10Y | +215.6% | +285.2% | -69.7% | +51.2% |
| All | +215.6% | +289.4% | -73.8% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling