+131.5%
RSP vs ALC
+31.8%
+99.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.5% |
| 7D | -1.0% | +4.9% | -5.9% | -3.0% |
| 30D | +2.6% | +19.0% | -16.4% | -4.5% |
| 3M | -0.8% | +7.8% | -8.6% | -4.1% |
| 6M | +6.3% | +14.6% | -8.3% | -0.2% |
| YTD | +14.1% | -4.4% | +18.6% | +14.6% |
| 1Y | +18.0% | +1.4% | +16.6% | +15.4% |
| 3Y | +61.0% | +2.5% | +58.5% | +51.8% |
| 5Y | +45.6% | -10.9% | +56.5% | +43.7% |
| All | +131.5% | +31.8% | +99.7% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling