+213.4%
RSP vs ALM
+2,022.9%
-1,809.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.4% |
| 7D | -1.0% | -6.7% | +5.6% | -0.9% |
| 30D | +2.6% | -32.9% | +35.5% | +3.6% |
| 3M | -0.8% | -39.5% | +38.7% | +0.3% |
| 6M | +6.3% | -62.0% | +68.3% | +8.4% |
| YTD | +14.1% | -7.8% | +22.0% | +13.6% |
| 1Y | +18.0% | +26.7% | -8.7% | +16.5% |
| 3Y | +61.0% | +825.4% | -764.3% | +49.9% |
| 5Y | +45.6% | +401.2% | -355.6% | +36.2% |
| All | +213.4% | +2,022.9% | -1,809.5% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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