+213.4%
RSP vs AXP
+449.9%
-236.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | -1.0% | +0.6% | -1.6% | -1.3% |
| 30D | +2.6% | +5.8% | -3.2% | 0.0% |
| 3M | -0.8% | -6.0% | +5.2% | +1.8% |
| 6M | +6.3% | +0.3% | +6.0% | +5.5% |
| YTD | +14.1% | -12.3% | +26.4% | +19.6% |
| 1Y | +18.0% | -11.2% | +29.3% | +22.8% |
| 3Y | +61.0% | +117.0% | -56.0% | +7.4% |
| 5Y | +45.6% | +93.2% | -47.6% | -0.3% |
| All | +213.4% | +449.9% | -236.5% | +30.2% |
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