+56.6%
RSP vs BTDR
+23.8%
+32.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.6% |
| 7D | -0.8% | +20.0% | -20.7% | -1.4% |
| 30D | -0.3% | +11.9% | -12.3% | -0.9% |
| 3M | +4.3% | -36.9% | +41.2% | +5.4% |
| 6M | +8.8% | +56.5% | -47.7% | +6.2% |
| YTD | +15.3% | +10.4% | +4.8% | +13.4% |
| 1Y | +18.3% | +3.1% | +15.2% | +15.8% |
| 3Y | +52.8% | -2.6% | +55.4% | +44.2% |
| 5Y | +51.7% | +25.2% | +26.5% | +41.7% |
| All | +56.6% | +23.8% | +32.8% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling