+207.1%
RSP vs BP
+121.6%
+85.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.8% | +3.9% | -4.7% | -2.0% |
| 30D | -0.3% | +7.6% | -7.9% | -2.8% |
| 3M | +4.3% | +0.7% | +3.6% | +3.4% |
| 6M | +8.8% | +15.5% | -6.7% | +2.4% |
| YTD | +15.3% | +30.8% | -15.6% | +3.5% |
| 1Y | +18.3% | +34.3% | -16.0% | +4.9% |
| 3Y | +52.8% | +35.1% | +17.8% | +32.8% |
| 5Y | +51.7% | +126.8% | -75.1% | +5.0% |
| All | +207.1% | +121.6% | +85.5% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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