+50.5%
RSP vs BR
+7.6%
+42.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -1.8% | -5.0% | +3.2% | +0.1% |
| 30D | -2.5% | -2.5% | -0.1% | -1.7% |
| 3M | +3.0% | +13.5% | -10.5% | -2.5% |
| 6M | +8.9% | -9.4% | +18.3% | +12.8% |
| YTD | +13.0% | -23.3% | +36.2% | +25.7% |
| 1Y | +16.2% | -31.6% | +47.8% | +36.5% |
| 3Y | +52.7% | -5.1% | +57.8% | +50.7% |
| 5Y | +50.5% | +8.2% | +42.3% | +30.8% |
| All | +50.5% | +7.6% | +42.9% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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