+1,127.7%
RSP vs A
+1,482.1%
-354.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -0.8% | -1.9% | +1.2% | +0.1% |
| 30D | -0.3% | +6.9% | -7.2% | -3.4% |
| 3M | +4.3% | +9.2% | -5.0% | -0.2% |
| 6M | +8.8% | +25.7% | -16.9% | -3.2% |
| YTD | +15.3% | +11.5% | +3.7% | +7.7% |
| 1Y | +18.3% | +18.4% | -0.1% | +7.1% |
| 3Y | +52.8% | +26.6% | +26.2% | +30.0% |
| 5Y | +51.7% | -12.8% | +64.5% | +49.4% |
| 10Y | +208.5% | +247.2% | -38.7% | +56.7% |
| All | +1,127.7% | +1,482.1% | -354.4% | +193.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling