+1,095.1%
RSP vs BRO
+857.1%
+238.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -3.1% | -8.6% | +5.5% | +1.2% |
| 30D | -3.4% | -6.9% | +3.5% | -0.1% |
| 3M | +3.6% | +10.5% | -6.9% | -2.4% |
| 6M | +9.0% | -2.8% | +11.7% | +8.6% |
| YTD | +12.2% | -16.1% | +28.3% | +19.7% |
| 1Y | +15.6% | -27.6% | +43.2% | +32.2% |
| 3Y | +51.6% | -7.3% | +58.9% | +48.5% |
| 5Y | +50.4% | +19.0% | +31.4% | +25.2% |
| 10Y | +207.7% | +292.7% | -85.0% | +35.0% |
| All | +1,095.1% | +857.1% | +238.0% | +225.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling