+66.3%
RSP vs ALC
+2.0%
+64.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.4% |
| 7D | -0.3% | -6.3% | +6.0% | +1.4% |
| 30D | +4.4% | +12.6% | -8.2% | +1.1% |
| 3M | +1.3% | -3.8% | +5.1% | +2.1% |
| 6M | +10.0% | +16.8% | -6.9% | +5.1% |
| YTD | +17.6% | -7.6% | +25.2% | +19.3% |
| 1Y | +19.2% | -5.9% | +25.1% | +20.2% |
| All | +66.3% | +2.0% | +64.2% | +64.2% |
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