+52.5%
RSP vs BTDR
+15.3%
+37.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.5% |
| 7D | -3.1% | -3.2% | +0.1% | -3.0% |
| 30D | -3.4% | +32.7% | -36.1% | -4.4% |
| 3M | +3.6% | -28.4% | +32.0% | +4.3% |
| 6M | +9.0% | +51.7% | -42.7% | +6.4% |
| YTD | +12.2% | +2.9% | +9.3% | +10.7% |
| 1Y | +15.6% | -15.5% | +31.0% | +13.9% |
| 3Y | +51.6% | 0.0% | +51.6% | +43.4% |
| 5Y | +50.4% | +16.5% | +34.0% | +40.8% |
| All | +52.5% | +15.3% | +37.2% | +42.2% |
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