+211.0%
RSP vs AXP
+418.6%
-207.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | +4.3% | +4.4% | -0.2% | +2.2% |
| 3M | -0.3% | -6.4% | +6.1% | +2.5% |
| 6M | +9.8% | +4.2% | +5.7% | +7.2% |
| YTD | +16.8% | -12.4% | +29.2% | +22.5% |
| 1Y | +19.5% | -11.1% | +30.6% | +24.3% |
| 3Y | +65.1% | +114.9% | -49.7% | +10.7% |
| 5Y | +48.7% | +87.4% | -38.7% | +3.4% |
| All | +211.0% | +418.6% | -207.7% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 10y: compounded portfolio wealth divided by compounded AXP 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…
10y analysis · Full analysis span regression · 6 months rolling