+17.0%
RSP vs ALL
+28.5%
-11.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.9% |
| 7D | -0.4% | -1.7% | +1.3% | -0.3% |
| 30D | -1.5% | -4.7% | +3.1% | -1.4% |
| 3M | +4.8% | +18.4% | -13.6% | +4.0% |
| 6M | +10.3% | +20.5% | -10.2% | +9.2% |
| YTD | +14.1% | +23.5% | -9.5% | +12.5% |
| 1Y | +17.0% | +29.0% | -12.0% | +14.8% |
| All | +17.0% | +28.5% | -11.5% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling