+204.4%
RSP vs BN
+259.6%
-55.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.5% | +0.2% |
| 7D | -0.4% | -1.2% | +0.8% | +0.1% |
| 30D | -1.5% | -10.9% | +9.4% | +3.9% |
| 3M | +4.8% | -11.1% | +15.9% | +10.5% |
| 6M | +10.3% | -4.4% | +14.6% | +11.6% |
| YTD | +14.1% | -14.1% | +28.2% | +20.9% |
| 1Y | +17.0% | -11.1% | +28.1% | +21.4% |
| 3Y | +54.2% | +75.6% | -21.4% | +9.8% |
| 5Y | +51.5% | +35.8% | +15.7% | +19.9% |
| 10Y | +204.4% | +261.6% | -57.2% | +46.6% |
| All | +204.4% | +259.6% | -55.2% | +46.6% |
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