+48.4%
RSP vs AU
+392.2%
-343.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | -0.5% |
| 7D | +1.8% | -1.1% | +2.9% | +1.8% |
| 30D | +3.5% | -4.4% | +7.9% | +3.7% |
| 3M | +0.2% | -10.0% | +10.2% | +0.8% |
| 6M | +9.1% | -14.5% | +23.6% | +9.8% |
| YTD | +16.6% | +6.4% | +10.2% | +14.6% |
| 1Y | +17.9% | +7.7% | +10.2% | +15.7% |
| 3Y | +64.6% | +514.1% | -449.5% | +34.9% |
| 5Y | +48.4% | +386.5% | -338.1% | +15.6% |
| All | +48.4% | +392.2% | -343.8% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling