+207.1%
RSP vs ALM
+2,950.3%
-2,743.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -0.8% | -2.6% | +1.8% | -0.7% |
| 30D | -0.3% | +32.0% | -32.3% | -1.1% |
| 3M | +4.3% | -15.0% | +19.3% | +4.4% |
| 6M | +8.8% | -10.1% | +19.0% | +8.5% |
| YTD | +15.3% | +99.4% | -84.2% | +12.7% |
| 1Y | +18.3% | +316.4% | -298.1% | +13.4% |
| 3Y | +52.8% | +2,022.0% | -1,969.2% | +39.4% |
| 5Y | +51.7% | +941.2% | -889.5% | +39.6% |
| All | +207.1% | +2,950.3% | -2,743.3% | +178.2% |
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