+1,127.7%
RSP vs ALL
+1,112.4%
+15.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.1% |
| 6M | +8.8% | +22.3% | -13.5% | -1.8% |
| YTD | +15.3% | +26.5% | -11.3% | +2.0% |
| 1Y | +18.3% | +27.0% | -8.7% | +4.1% |
| 3Y | +52.8% | +149.6% | -96.8% | -4.7% |
| 5Y | +51.7% | +118.1% | -66.4% | -2.1% |
| 10Y | +208.5% | +369.0% | -160.5% | +35.6% |
| All | +1,127.7% | +1,112.4% | +15.3% | +223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling