+1,127.7%
RSP vs ADI
+1,700.4%
-572.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.1% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -0.3% | -3.8% | +3.5% | +1.1% |
| 3M | +4.3% | -15.3% | +19.5% | +10.4% |
| 6M | +8.8% | +6.7% | +2.1% | +3.7% |
| YTD | +15.3% | +34.8% | -19.5% | -0.7% |
| 1Y | +18.3% | +49.0% | -30.7% | -2.8% |
| 3Y | +52.8% | +108.1% | -55.3% | +4.2% |
| 5Y | +51.7% | +142.4% | -90.7% | -5.7% |
| 10Y | +208.5% | +589.9% | -381.4% | +14.2% |
| All | +1,127.7% | +1,700.4% | -572.6% | +155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling