+45.4%
RSP vs BP
+103.6%
-58.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.0% | -11.6% | +10.6% | +1.3% |
| 30D | +2.6% | 0.0% | +2.5% | +2.3% |
| 3M | -0.8% | +6.7% | -7.5% | -2.5% |
| 6M | +6.3% | +2.2% | +4.1% | +5.1% |
| YTD | +14.1% | +33.0% | -18.8% | +4.9% |
| 1Y | +18.0% | +30.7% | -12.7% | +8.8% |
| 3Y | +61.0% | +44.2% | +16.8% | +42.4% |
| All | +45.4% | +103.6% | -58.2% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling