+48.4%
RSP vs APA
+94.1%
-45.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | +2.4% | +8.5% | -6.2% | +1.2% |
| 30D | +4.3% | +2.8% | +1.5% | +3.7% |
| 3M | -0.3% | +21.7% | -22.0% | -3.5% |
| 6M | +9.8% | +32.6% | -22.8% | +4.4% |
| YTD | +16.8% | +103.7% | -86.9% | +2.0% |
| 1Y | +19.5% | +101.8% | -82.3% | +4.4% |
| 3Y | +65.1% | +48.1% | +17.1% | +46.7% |
| All | +48.4% | +94.1% | -45.6% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling