+45.4%
RSP vs BN
+29.3%
+16.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -1.0% | +5.3% | -6.4% | -3.2% |
| 30D | +2.6% | +11.9% | -9.3% | -2.2% |
| 3M | -0.8% | -5.7% | +5.0% | +1.4% |
| 6M | +6.3% | -10.6% | +16.9% | +10.6% |
| YTD | +14.1% | -9.4% | +23.5% | +17.3% |
| 1Y | +18.0% | -8.8% | +26.8% | +20.7% |
| 3Y | +61.0% | +95.6% | -34.6% | +14.1% |
| All | +45.4% | +29.3% | +16.0% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling