+1,127.7%
RSP vs BN
+4,202.2%
-3,074.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -0.8% | -2.5% | +1.7% | +0.4% |
| 30D | -0.3% | -9.5% | +9.2% | +4.4% |
| 3M | +4.3% | -10.4% | +14.7% | +9.6% |
| 6M | +8.8% | -6.4% | +15.2% | +11.3% |
| YTD | +15.3% | -11.9% | +27.1% | +20.7% |
| 1Y | +18.3% | -8.6% | +26.9% | +21.2% |
| 3Y | +52.8% | +77.6% | -24.7% | +9.4% |
| 5Y | +51.7% | +37.0% | +14.7% | +20.1% |
| 10Y | +208.5% | +266.4% | -57.9% | +44.3% |
| All | +1,127.7% | +4,202.2% | -3,074.4% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling