+52.3%
RSP vs BROS
+41.2%
+11.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | -1.5% | -13.5% | +11.9% | -0.1% |
| 3M | +4.8% | -18.4% | +23.2% | +6.4% |
| 6M | +10.3% | -10.6% | +20.9% | +10.6% |
| YTD | +14.1% | -25.1% | +39.1% | +16.2% |
| 1Y | +17.0% | -28.6% | +45.7% | +19.5% |
| 3Y | +54.2% | +65.6% | -11.4% | +40.4% |
| All | +52.3% | +41.2% | +11.1% | +42.3% |
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