+213.4%
RSP vs AR
+44.3%
+169.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -1.0% | -14.3% | +13.2% | +0.7% |
| 30D | +2.6% | +1.4% | +1.2% | +2.3% |
| 3M | -0.8% | +3.4% | -4.2% | -1.4% |
| 6M | +6.3% | -2.1% | +8.3% | +6.0% |
| YTD | +14.1% | +4.7% | +9.4% | +12.5% |
| 1Y | +18.0% | +10.6% | +7.4% | +15.4% |
| 3Y | +61.0% | +24.6% | +36.4% | +52.7% |
| 5Y | +45.6% | +71.9% | -26.3% | +30.0% |
| All | +213.4% | +44.3% | +169.1% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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