+948.3%
RSP vs AGG
+98.1%
+850.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -0.3% | -0.4% | 0.0% | -0.4% |
| 3M | +4.3% | -0.7% | +4.9% | +4.2% |
| 6M | +8.8% | -1.5% | +10.3% | +8.7% |
| YTD | +15.3% | -0.3% | +15.5% | +15.2% |
| 1Y | +18.3% | +1.3% | +17.0% | +18.4% |
| 3Y | +52.8% | +13.2% | +39.6% | +55.0% |
| 5Y | +51.7% | -1.4% | +53.1% | +45.9% |
| 10Y | +208.5% | +14.9% | +193.6% | +220.6% |
| All | +948.3% | +98.1% | +850.2% | +1,153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling