+341.3%
RSP vs ALM
+3,516.3%
-3,175.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.2% | +7.2% | 0.0% |
| 7D | +0.7% | -6.3% | +7.1% | +0.8% |
| 30D | +3.7% | -31.4% | +35.1% | +3.8% |
| 3M | +0.7% | -40.6% | +41.3% | +0.8% |
| 6M | +9.0% | -58.6% | +67.7% | +9.2% |
| YTD | +16.7% | -7.6% | +24.3% | +16.6% |
| 1Y | +19.0% | +13.8% | +5.1% | +18.9% |
| 3Y | +64.7% | +842.1% | -777.4% | +63.7% |
| 5Y | +49.6% | +407.4% | -357.8% | +48.7% |
| 10Y | +213.2% | +2,079.4% | -1,866.2% | +210.4% |
| All | +341.3% | +3,516.3% | -3,175.0% | +334.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling