+35.1%
RSP vs ALAB
+262.8%
-227.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.3% | -6.6% | -0.6% |
| 7D | -1.0% | -26.3% | +25.2% | +0.1% |
| 30D | +2.6% | -50.1% | +52.7% | +5.4% |
| 3M | -0.8% | -42.5% | +41.7% | +1.1% |
| 6M | +6.3% | -10.8% | +17.1% | +5.2% |
| YTD | +14.1% | +14.6% | -0.5% | +10.6% |
| 1Y | +18.0% | +17.1% | +0.9% | +13.9% |
| All | +35.1% | +262.8% | -227.8% | +19.4% |
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