+962.6%
RSP vs AGG
+95.5%
+867.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.4% | -1.5% | +3.9% | +2.3% |
| 30D | +4.3% | +0.6% | +3.6% | +4.3% |
| 3M | -0.3% | -1.6% | +1.3% | -0.4% |
| 6M | +9.8% | -1.6% | +11.4% | +9.7% |
| YTD | +16.8% | -1.5% | +18.4% | +16.7% |
| 1Y | +19.5% | -1.1% | +20.6% | +19.4% |
| 3Y | +65.1% | +13.6% | +51.5% | +68.0% |
| 5Y | +48.7% | -1.7% | +50.4% | +43.4% |
| 10Y | +213.6% | +16.1% | +197.4% | +229.9% |
| All | +962.6% | +95.5% | +867.1% | +1,169.7% |
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