+54.7%
RSP vs APA
+5.6%
+49.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.1% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | -0.3% | +23.4% | -23.7% | -2.8% |
| 3M | +4.3% | +12.7% | -8.4% | +2.6% |
| 6M | +8.8% | +39.4% | -30.6% | +2.8% |
| YTD | +15.3% | +79.0% | -63.7% | +4.3% |
| 1Y | +18.3% | +88.8% | -70.5% | +5.5% |
| All | +54.7% | +5.6% | +49.1% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 3y: compounded portfolio wealth divided by compounded APA 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…
3y analysis · Full analysis span regression · 6 months rolling