+207.1%
RSP vs ALB
+74.5%
+132.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +4.0% | +0.4% |
| 7D | -0.8% | -8.1% | +7.3% | +0.9% |
| 30D | -0.3% | +6.3% | -6.6% | -1.8% |
| 3M | +4.3% | -23.6% | +27.8% | +9.5% |
| 6M | +8.8% | -24.6% | +33.4% | +13.4% |
| YTD | +15.3% | -10.3% | +25.5% | +14.6% |
| 1Y | +18.3% | +61.5% | -43.2% | +1.7% |
| 3Y | +52.8% | -34.0% | +86.8% | +52.3% |
| 5Y | +51.7% | -44.6% | +96.3% | +50.3% |
| All | +207.1% | +74.5% | +132.6% | +89.1% |
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