+50.4%
RSP vs ALB
-61.7%
+112.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -0.3% | +1.1% | -1.4% | -0.5% |
| 30D | +4.4% | -2.6% | +7.0% | +4.7% |
| 3M | +1.3% | -25.6% | +26.8% | +5.5% |
| 6M | +10.0% | -54.0% | +64.0% | +23.0% |
| YTD | +17.6% | -31.6% | +49.2% | +21.7% |
| 1Y | +19.2% | -6.6% | +25.8% | +16.7% |
| 3Y | +66.0% | -14.0% | +80.0% | +54.2% |
| 5Y | +50.4% | -62.5% | +113.0% | +61.1% |
| All | +50.4% | -61.7% | +112.2% | +61.1% |
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 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