+54.7%
RSP vs ALC
-13.3%
+68.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | -0.8% | -2.1% | +1.3% | -0.2% |
| 30D | -0.3% | -0.1% | -0.2% | -0.4% |
| 3M | +4.3% | +5.9% | -1.6% | +2.4% |
| 6M | +8.8% | -15.9% | +24.8% | +13.9% |
| YTD | +15.3% | -10.1% | +25.4% | +18.0% |
| 1Y | +18.3% | -10.2% | +28.5% | +20.9% |
| All | +54.7% | -13.3% | +68.0% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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