+39.2%
RSP vs ALAB
+339.3%
-300.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | +0.5% |
| 7D | -0.3% | +3.4% | -3.7% | -0.6% |
| 30D | +4.4% | -28.8% | +33.2% | +5.6% |
| 3M | +1.3% | -26.0% | +27.3% | +2.0% |
| 6M | +10.0% | +11.4% | -1.4% | +7.8% |
| YTD | +17.6% | +38.8% | -21.2% | +13.0% |
| 1Y | +19.2% | +37.8% | -18.6% | +14.3% |
| All | +39.2% | +339.3% | -300.1% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling