+48.4%
RSP vs ALM
+387.9%
-339.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.6% |
| 7D | +1.8% | -4.0% | +5.8% | +1.9% |
| 30D | +3.5% | -30.5% | +34.0% | +4.7% |
| 3M | +0.2% | -46.9% | +47.1% | +2.1% |
| 6M | +9.1% | -65.5% | +74.6% | +12.3% |
| YTD | +16.6% | -13.4% | +30.0% | +16.2% |
| 1Y | +17.9% | +9.8% | +8.1% | +16.5% |
| 3Y | +64.6% | +783.1% | -718.5% | +49.5% |
| 5Y | +48.4% | +378.3% | -329.9% | +36.4% |
| All | +48.4% | +387.9% | -339.5% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling