+61.0%
RSP vs ADI
+127.5%
-66.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -1.0% | -12.8% | +11.8% | +2.1% |
| 30D | +2.6% | -11.3% | +13.9% | +5.3% |
| 3M | -0.8% | -3.4% | +2.6% | -0.5% |
| 6M | +6.3% | -12.0% | +18.3% | +8.3% |
| YTD | +14.1% | +35.3% | -21.1% | +2.2% |
| 1Y | +18.0% | +58.1% | -40.1% | +0.8% |
| 3Y | +61.0% | +127.4% | -66.3% | +15.9% |
| All | +61.0% | +127.5% | -66.5% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling