+64.7%
RSP vs ALB
-13.3%
+78.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.4% |
| 7D | +0.7% | +5.3% | -4.5% | +0.1% |
| 30D | +3.7% | -6.3% | +9.9% | +4.3% |
| 3M | +0.7% | -27.4% | +28.1% | +4.1% |
| 6M | +9.0% | -53.1% | +62.1% | +18.2% |
| YTD | +16.7% | -32.3% | +49.0% | +19.8% |
| 1Y | +19.0% | -7.3% | +26.3% | +17.0% |
| 3Y | +64.7% | -14.9% | +79.7% | +54.3% |
| All | +64.7% | -13.3% | +78.0% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling