+215.7%
RSP vs ALL
+371.2%
-155.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -0.3% | -2.6% | +2.3% | +0.7% |
| 30D | +4.4% | +12.7% | -8.3% | -0.9% |
| 3M | +1.3% | +0.4% | +0.9% | +0.7% |
| 6M | +10.0% | +23.8% | -13.8% | -0.9% |
| YTD | +17.6% | +27.8% | -10.2% | +3.8% |
| 1Y | +19.2% | +28.9% | -9.7% | +4.7% |
| 3Y | +66.0% | +113.9% | -47.8% | +10.7% |
| 5Y | +50.4% | +157.4% | -106.9% | -12.9% |
| 10Y | +215.7% | +369.0% | -153.3% | +41.2% |
| All | +215.7% | +371.2% | -155.5% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling