+310.4%
RSP vs AR
-32.8%
+343.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.6% |
| 7D | -1.4% | -11.7% | +10.3% | -0.1% |
| 30D | +2.1% | +1.8% | +0.3% | +1.8% |
| 3M | -0.9% | +6.0% | -6.9% | -1.9% |
| 6M | +7.5% | -7.0% | +14.6% | +7.9% |
| YTD | +14.6% | +5.6% | +9.0% | +12.8% |
| 1Y | +17.6% | +10.8% | +6.8% | +15.0% |
| 3Y | +60.8% | +19.3% | +41.5% | +53.2% |
| 5Y | +46.1% | +73.3% | -27.2% | +30.0% |
| 10Y | +221.4% | +47.6% | +173.8% | +158.4% |
| All | +310.4% | -32.8% | +343.3% | +255.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling