+99.2%
GOOG vs RSP
+48.7%
+50.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.5% |
| 7D | +4.8% | +1.8% | +3.1% | +2.9% |
| 30D | -15.5% | +3.5% | -19.0% | -18.7% |
| 3M | -13.7% | +0.2% | -13.9% | -14.1% |
| 6M | -23.0% | +9.1% | -32.1% | -29.8% |
| YTD | -5.7% | +16.6% | -22.3% | -19.8% |
| 1Y | +3.0% | +17.9% | -14.9% | -13.4% |
| 3Y | +122.4% | +64.6% | +57.8% | +26.6% |
| 5Y | +99.2% | +48.4% | +50.8% | +29.8% |
| All | +99.2% | +48.7% | +50.5% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling