+59.8%
RSP vs BTDR
-29.7%
+89.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.7% | -8.9% | +0.5% |
| 7D | -0.3% | +7.7% | -8.0% | -0.7% |
| 30D | +4.4% | -24.1% | +28.5% | +5.1% |
| 3M | +1.3% | -19.1% | +20.4% | +1.5% |
| 6M | +10.0% | -46.6% | +56.6% | +11.2% |
| YTD | +17.6% | -37.3% | +54.9% | +17.6% |
| 1Y | +19.2% | -53.2% | +72.4% | +20.1% |
| 3Y | +66.0% | +77.1% | -11.0% | +58.4% |
| 5Y | +50.4% | -29.7% | +80.1% | +42.5% |
| All | +59.8% | -29.7% | +89.5% | +51.1% |
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