+511.5%
RSP vs BR
+1,321.0%
-809.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +1.2% |
| 7D | -0.8% | -5.3% | +4.5% | +1.9% |
| 30D | -0.3% | +6.4% | -6.8% | -3.6% |
| 3M | +4.3% | +13.6% | -9.4% | -2.9% |
| 6M | +8.8% | -6.7% | +15.5% | +10.9% |
| YTD | +15.3% | -21.1% | +36.4% | +27.0% |
| 1Y | +18.3% | -29.6% | +47.8% | +38.0% |
| 3Y | +52.8% | -2.4% | +55.2% | +48.7% |
| 5Y | +51.7% | +11.2% | +40.5% | +35.3% |
| 10Y | +208.5% | +191.8% | +16.7% | +61.3% |
| All | +511.5% | +1,321.0% | -809.4% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling