+143.2%
RSP vs ACI
+29.9%
+113.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.1% |
| 7D | -1.0% | -2.2% | +1.2% | -0.8% |
| 30D | +2.6% | +10.3% | -7.7% | +1.6% |
| 3M | -0.8% | +7.2% | -8.0% | -1.5% |
| 6M | +6.3% | -18.0% | +24.3% | +7.7% |
| YTD | +14.1% | -22.0% | +36.1% | +16.0% |
| 1Y | +18.0% | -23.4% | +41.4% | +20.2% |
| 3Y | +61.0% | -35.8% | +96.9% | +66.4% |
| 5Y | +45.6% | -43.7% | +89.3% | +50.1% |
| All | +143.2% | +29.9% | +113.3% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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