+55.8%
RSP vs BROS
+10.8%
+45.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.6% | -4.4% | +1.6% |
| 7D | +0.4% | -17.9% | +18.4% | +2.2% |
| 30D | +3.7% | -5.4% | +9.1% | +4.0% |
| 3M | +0.8% | -32.1% | +32.8% | +4.4% |
| 6M | +9.1% | -31.7% | +40.8% | +12.3% |
| YTD | +16.7% | -41.2% | +57.9% | +21.5% |
| 1Y | +19.7% | -32.6% | +52.3% | +22.7% |
| 3Y | +66.7% | +32.7% | +34.0% | +54.9% |
| 5Y | +48.7% | -44.2% | +92.9% | +41.4% |
| All | +55.8% | +10.8% | +45.0% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling