+58.8%
RSP vs BTDR
-44.0%
+102.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.6% | +8.8% | +0.5% |
| 7D | +2.4% | -6.9% | +9.3% | +2.5% |
| 30D | +4.3% | -31.5% | +35.8% | +5.3% |
| 3M | -0.3% | -36.1% | +35.7% | +0.7% |
| 6M | +9.8% | -57.6% | +67.5% | +11.8% |
| YTD | +16.8% | -50.0% | +66.9% | +17.6% |
| 1Y | +19.5% | -49.6% | +69.1% | +20.1% |
| 3Y | +65.1% | +48.5% | +16.6% | +58.7% |
| 5Y | +48.7% | -43.8% | +92.5% | +41.9% |
| All | +58.8% | -44.0% | +102.8% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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