+91.4%
RSP vs ABCL
-81.3%
+172.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -0.8% | +0.7% | -1.5% | -0.8% |
| 30D | -0.3% | +93.1% | -93.4% | -5.5% |
| 3M | +4.3% | +79.4% | -75.2% | -1.0% |
| 6M | +8.8% | +214.9% | -206.1% | -1.5% |
| YTD | +15.3% | +234.2% | -219.0% | +3.3% |
| 1Y | +18.3% | +174.8% | -156.5% | +7.0% |
| 3Y | +52.8% | +104.5% | -51.7% | +36.6% |
| 5Y | +51.7% | -39.0% | +90.7% | +39.7% |
| All | +91.4% | -81.3% | +172.7% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling