+55.8%
RSP vs BROS
+8.6%
+47.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | +0.7% | -19.0% | +19.8% | +2.7% |
| 30D | +3.7% | -7.3% | +10.9% | +4.2% |
| 3M | +0.7% | -31.2% | +31.9% | +4.1% |
| 6M | +9.0% | -33.0% | +42.1% | +12.5% |
| YTD | +16.7% | -42.4% | +59.0% | +21.7% |
| 1Y | +19.0% | -37.7% | +56.7% | +22.9% |
| 3Y | +64.7% | +28.2% | +36.5% | +53.6% |
| 5Y | +49.6% | -43.4% | +93.0% | +42.5% |
| All | +55.8% | +8.6% | +47.2% | +49.0% |
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