+50.5%
RSP vs AUR
-34.3%
+84.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.2% |
| 6M | +8.9% | +41.0% | -32.1% | +5.2% |
| YTD | +13.0% | +69.3% | -56.3% | +7.4% |
| 1Y | +16.2% | +14.0% | +2.2% | +13.4% |
| 3Y | +52.7% | +90.1% | -37.4% | +35.2% |
| 5Y | +50.5% | -34.4% | +84.9% | +27.9% |
| All | +50.5% | -34.3% | +84.7% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling