+1,115.8%
RSP vs ALB
+944.5%
+171.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -1.0% | +9.1% | -10.1% | -3.6% |
| 30D | +2.6% | -3.4% | +6.0% | +3.4% |
| 3M | -0.8% | -20.6% | +19.8% | +5.4% |
| 6M | +6.3% | -48.2% | +54.4% | +27.0% |
| YTD | +14.1% | -29.2% | +43.4% | +20.7% |
| 1Y | +18.0% | +10.0% | +8.0% | +7.9% |
| 3Y | +61.0% | -12.9% | +73.9% | +40.4% |
| 5Y | +45.6% | -61.3% | +106.9% | +56.7% |
| 10Y | +220.2% | +35.8% | +184.4% | +79.4% |
| All | +1,115.8% | +944.5% | +171.2% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling