+312.9%
RSP vs AR
-27.2%
+340.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.8% | +2.5% | -3.3% | -1.1% |
| 30D | -0.3% | +14.8% | -15.1% | -2.0% |
| 3M | +4.3% | +6.2% | -1.9% | +3.3% |
| 6M | +8.8% | +4.3% | +4.5% | +7.8% |
| YTD | +15.3% | +14.4% | +0.9% | +12.7% |
| 1Y | +18.3% | +21.3% | -3.1% | +14.5% |
| 3Y | +52.8% | +39.8% | +13.0% | +43.0% |
| 5Y | +51.7% | +142.1% | -90.4% | +29.9% |
| 10Y | +208.5% | +52.0% | +156.4% | +147.6% |
| All | +312.9% | -27.2% | +340.1% | +255.2% |
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