+18.3%
RSP vs ALAB
+73.5%
-55.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.8% | -10.2% | -0.7% |
| 7D | -0.8% | +7.2% | -8.0% | -1.0% |
| 30D | -0.3% | -2.5% | +2.2% | -0.3% |
| 3M | +4.3% | -13.3% | +17.6% | +4.3% |
| 6M | +8.8% | +172.8% | -164.0% | +4.9% |
| YTD | +15.3% | +86.6% | -71.3% | +11.5% |
| 1Y | +18.3% | +65.2% | -46.9% | +14.6% |
| All | +18.3% | +73.5% | -55.2% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 1y: compounded portfolio wealth divided by compounded ALAB 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…
1y analysis · Full analysis span regression · 6 months rolling