+204.4%
RSP vs A
+237.5%
-33.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | +0.1% |
| 7D | -0.4% | -2.1% | +1.7% | +0.4% |
| 30D | -1.5% | +0.6% | -2.1% | -1.9% |
| 3M | +4.8% | +10.9% | -6.1% | -0.1% |
| 6M | +10.3% | +28.2% | -17.9% | -2.3% |
| YTD | +14.1% | +8.6% | +5.5% | +8.4% |
| 1Y | +17.0% | +15.5% | +1.5% | +7.6% |
| 3Y | +54.2% | +31.8% | +22.4% | +28.5% |
| 5Y | +51.5% | -14.9% | +66.4% | +52.8% |
| 10Y | +204.4% | +237.8% | -33.4% | +61.0% |
| All | +204.4% | +237.5% | -33.0% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling