+140.7%
GOOG vs RSP
+52.0%
+88.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.3% |
| 7D | -1.6% | -1.8% | +0.3% | 0.0% |
| 30D | -7.7% | -2.5% | -5.1% | -5.7% |
| 3M | -9.3% | +3.0% | -12.3% | -11.5% |
| 6M | +7.4% | +8.9% | -1.5% | +0.3% |
| YTD | +4.9% | +13.0% | -8.1% | -5.1% |
| 1Y | +37.2% | +16.2% | +21.0% | +21.4% |
| All | +140.7% | +52.0% | +88.7% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling