+45.4%
RSP vs ALB
-61.7%
+107.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -1.0% | +9.1% | -10.1% | -2.4% |
| 30D | +2.6% | -3.4% | +6.0% | +3.0% |
| 3M | -0.8% | -20.6% | +19.8% | +2.4% |
| 6M | +6.3% | -48.2% | +54.4% | +16.6% |
| YTD | +14.1% | -29.2% | +43.4% | +17.5% |
| 1Y | +18.0% | +10.0% | +8.0% | +12.4% |
| 3Y | +61.0% | -12.9% | +73.9% | +49.5% |
| All | +45.4% | -61.7% | +107.1% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling