+64.7%
RSP vs ALL
+114.3%
-49.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.5% |
| 7D | +0.7% | -0.1% | +0.9% | +0.7% |
| 30D | +3.7% | +13.8% | -10.1% | +1.4% |
| 3M | +0.7% | -2.8% | +3.4% | +1.0% |
| 6M | +9.0% | +23.7% | -14.6% | +4.3% |
| YTD | +16.7% | +27.3% | -10.6% | +10.7% |
| 1Y | +19.0% | +30.5% | -11.6% | +12.1% |
| 3Y | +64.7% | +113.0% | -48.3% | +45.7% |
| All | +64.7% | +114.3% | -49.6% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling