+93.8%
RSP vs ABCL
-79.5%
+173.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -3.0% | +1.9% |
| 7D | +0.4% | +12.4% | -12.0% | -0.4% |
| 30D | +3.7% | -0.4% | +4.1% | +3.5% |
| 3M | +0.8% | +80.4% | -79.6% | -4.2% |
| 6M | +9.1% | +138.5% | -129.5% | +0.7% |
| YTD | +16.7% | +265.5% | -248.8% | +3.6% |
| 1Y | +19.7% | +219.7% | -200.0% | +7.2% |
| 3Y | +66.7% | +209.4% | -142.7% | +44.4% |
| 5Y | +48.7% | -15.0% | +63.7% | +35.4% |
| All | +93.8% | -79.5% | +173.3% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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