+51.4%
RSP vs AGG
+12.6%
+38.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.2% |
| 7D | -3.1% | -0.9% | -2.2% | -2.4% |
| 30D | -3.4% | -1.0% | -2.4% | -2.6% |
| 3M | +3.6% | -1.3% | +4.9% | +4.7% |
| 6M | +9.0% | -2.1% | +11.1% | +10.8% |
| YTD | +12.2% | -1.2% | +13.4% | +13.4% |
| 1Y | +15.6% | -0.5% | +16.0% | +16.2% |
| All | +51.4% | +12.6% | +38.8% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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