+51.2%
RSP vs BRO
+17.6%
+33.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.9% | -7.3% | +5.4% | +0.4% |
| 30D | -2.8% | -6.9% | +4.0% | -0.8% |
| 3M | +2.8% | +10.7% | -7.8% | -1.0% |
| 6M | +10.2% | -2.7% | +12.9% | +10.3% |
| YTD | +13.1% | -16.3% | +29.4% | +19.0% |
| 1Y | +14.8% | -29.1% | +43.9% | +28.3% |
| 3Y | +52.6% | -7.8% | +60.4% | +49.9% |
| All | +51.2% | +17.6% | +33.6% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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