+52.4%
RSP vs AU
+604.2%
-551.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | -1.8% | +0.6% | -2.5% | -1.9% |
| 30D | -2.5% | +12.3% | -14.8% | -3.4% |
| 3M | +3.0% | +29.4% | -26.4% | +1.0% |
| 6M | +8.9% | +3.2% | +5.7% | +8.0% |
| YTD | +13.0% | +31.8% | -18.8% | +10.1% |
| 1Y | +16.2% | +83.4% | -67.2% | +10.7% |
| All | +52.4% | +604.2% | -551.7% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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