+215.7%
RSP vs ALB
+35.3%
+180.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -0.3% | +1.1% | -1.4% | -0.6% |
| 30D | +4.4% | -2.6% | +7.0% | +4.8% |
| 3M | +1.3% | -25.6% | +26.8% | +6.9% |
| 6M | +10.0% | -54.0% | +64.0% | +27.5% |
| YTD | +17.6% | -31.6% | +49.2% | +23.2% |
| 1Y | +19.2% | -6.6% | +25.8% | +16.1% |
| 3Y | +66.0% | -14.0% | +80.0% | +51.9% |
| 5Y | +50.4% | -62.5% | +113.0% | +63.0% |
| 10Y | +215.7% | +36.3% | +179.4% | +111.3% |
| All | +215.7% | +35.3% | +180.3% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling