+3.6%
GOOG vs RSP
+21.9%
-18.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.4% | +1.7% |
| 7D | -10.7% | +2.7% | -13.5% | -12.8% |
| 30D | -16.4% | +5.8% | -22.2% | -20.7% |
| 3M | -23.4% | +1.8% | -25.2% | -24.5% |
| 6M | -24.2% | +11.6% | -35.8% | -31.9% |
| YTD | -8.3% | +18.0% | -26.2% | -21.8% |
| 1Y | +3.6% | +21.8% | -18.2% | -14.1% |
| All | +3.6% | +21.9% | -18.3% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 1y: compounded portfolio wealth divided by compounded RSP 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…
1y analysis · Full analysis span regression · 6 months rolling