+209.8%
RSP vs AKAM
+108.8%
+101.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.8% | -2.0% |
| 7D | -1.8% | +5.4% | -7.2% | -2.9% |
| 30D | -2.5% | -5.9% | +3.3% | -1.5% |
| 3M | +3.0% | -19.6% | +22.6% | +7.0% |
| 6M | +8.9% | +8.5% | +0.4% | +3.4% |
| YTD | +13.0% | +26.9% | -14.0% | +1.9% |
| 1Y | +16.2% | +41.7% | -25.5% | +1.4% |
| 3Y | +52.7% | +5.8% | +46.9% | +39.8% |
| 5Y | +50.5% | -2.3% | +52.8% | +38.5% |
| 10Y | +209.8% | +111.0% | +98.9% | +133.4% |
| All | +209.8% | +108.8% | +101.0% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 10y: compounded portfolio wealth divided by compounded AKAM 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…
10y analysis · Full analysis span regression · 6 months rolling