+52.4%
RSP vs AUR
+86.2%
-33.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.8% | +11.1% | -12.9% | -2.6% |
| 30D | -2.5% | -6.9% | +4.3% | -2.2% |
| 3M | +3.0% | +5.5% | -2.5% | +2.3% |
| 6M | +8.9% | +41.0% | -32.1% | +5.3% |
| YTD | +13.0% | +69.3% | -56.3% | +7.5% |
| 1Y | +16.2% | +14.0% | +2.2% | +13.4% |
| All | +52.4% | +86.2% | -33.8% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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