+53.0%
RSP vs ALL
+118.4%
-65.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.1% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -0.3% | -1.5% | +1.2% | -0.1% |
| 3M | +4.3% | +23.6% | -19.3% | -1.9% |
| 6M | +8.8% | +22.3% | -13.5% | +2.5% |
| YTD | +15.3% | +26.5% | -11.3% | +7.2% |
| 1Y | +18.3% | +27.0% | -8.7% | +9.7% |
| 3Y | +52.8% | +149.6% | -96.8% | +12.4% |
| All | +53.0% | +118.4% | -65.4% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling