+45.4%
RSP vs ACN
-23.1%
+68.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -1.0% | +0.9% | -1.9% | -1.3% |
| 30D | +2.6% | +33.5% | -31.0% | -5.1% |
| 3M | -0.8% | +53.5% | -54.2% | -12.5% |
| 6M | +6.3% | +52.2% | -46.0% | -7.2% |
| YTD | +14.1% | -0.1% | +14.2% | +15.1% |
| 1Y | +18.0% | +11.0% | +7.0% | +13.7% |
| 3Y | +61.0% | -11.8% | +72.8% | +64.8% |
| All | +45.4% | -23.1% | +68.5% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 5y: compounded portfolio wealth divided by compounded ACN 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…
5y analysis · Full analysis span regression · 6 months rolling