+61.6%
RSP vs ABCL
+139.9%
-78.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.4% | +6.5% | -2.3% |
| 7D | -1.4% | -14.9% | +13.5% | -0.5% |
| 30D | +2.1% | -15.4% | +17.5% | +3.0% |
| 3M | -0.9% | +88.0% | -88.9% | -6.1% |
| 6M | +7.5% | +138.8% | -131.3% | -0.8% |
| YTD | +14.6% | +225.4% | -210.9% | +2.3% |
| 1Y | +17.6% | +137.3% | -119.7% | +7.5% |
| All | +61.6% | +139.9% | -78.2% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling