+17.0%
RSP vs ALAB
+48.4%
-31.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +5.9% | -0.9% |
| 7D | -0.4% | +3.2% | -3.6% | -0.5% |
| 30D | -1.5% | -13.6% | +12.0% | -1.2% |
| 3M | +4.8% | -16.6% | +21.4% | +4.9% |
| 6M | +10.3% | +142.3% | -132.1% | +6.4% |
| YTD | +14.1% | +73.6% | -59.6% | +10.4% |
| 1Y | +17.0% | +33.7% | -16.7% | +13.7% |
| All | +17.0% | +48.4% | -31.3% | +13.7% |
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