+18.0%
RSP vs ALAB
+4.9%
+13.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.3% | -6.6% | -0.6% |
| 7D | -1.0% | -26.3% | +25.2% | -0.3% |
| 30D | +2.6% | -50.1% | +52.7% | +4.4% |
| 3M | -0.8% | -42.5% | +41.7% | +0.4% |
| 6M | +6.3% | -10.8% | +17.1% | +5.5% |
| YTD | +14.1% | +14.6% | -0.5% | +10.8% |
| 1Y | +18.0% | +17.1% | +0.9% | +14.3% |
| All | +18.0% | +4.9% | +13.1% | +14.3% |
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