+58.6%
RSP vs BTDR
-35.9%
+94.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.1% |
| 7D | +0.7% | -7.4% | +8.1% | +0.9% |
| 30D | +3.7% | -33.4% | +37.1% | +4.8% |
| 3M | +0.7% | -26.3% | +27.0% | +1.3% |
| 6M | +9.0% | -52.4% | +61.5% | +10.7% |
| YTD | +16.7% | -42.8% | +59.5% | +17.0% |
| 1Y | +19.0% | -63.7% | +82.6% | +20.8% |
| 3Y | +64.7% | +61.5% | +3.3% | +57.7% |
| 5Y | +49.6% | -35.6% | +85.2% | +42.2% |
| All | +58.6% | -35.9% | +94.5% | +50.4% |
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