+38.3%
RSP vs ALAB
+322.1%
-283.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | +2.4% | +16.3% | -14.0% | +1.7% |
| 30D | +4.3% | -26.1% | +30.4% | +5.3% |
| 3M | -0.3% | -31.3% | +30.9% | +0.7% |
| 6M | +9.8% | -1.0% | +10.8% | +8.3% |
| YTD | +16.8% | +33.3% | -16.5% | +12.5% |
| 1Y | +19.5% | +53.5% | -34.0% | +13.9% |
| All | +38.3% | +322.1% | -283.8% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling