+204.4%
RSP vs ADI
+608.4%
-404.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -0.4% | +2.4% | -2.8% | -1.3% |
| 30D | -1.5% | -6.6% | +5.0% | +0.9% |
| 3M | +4.8% | -9.8% | +14.6% | +8.0% |
| 6M | +10.3% | +15.7% | -5.4% | +2.1% |
| YTD | +14.1% | +35.1% | -21.1% | -1.1% |
| 1Y | +17.0% | +47.7% | -30.7% | -2.5% |
| 3Y | +54.2% | +114.5% | -60.3% | +5.2% |
| 5Y | +51.5% | +141.2% | -89.7% | -4.5% |
| 10Y | +204.4% | +611.3% | -406.9% | +22.4% |
| All | +204.4% | +608.4% | -404.0% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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