+210.3%
RSP vs AXP
+414.5%
-204.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.2% |
| 7D | +1.8% | -2.1% | +3.9% | +2.8% |
| 30D | +3.5% | +2.7% | +0.8% | +2.2% |
| 3M | +0.2% | -7.3% | +7.5% | +3.5% |
| 6M | +9.1% | +1.8% | +7.3% | +7.7% |
| YTD | +16.6% | -13.1% | +29.7% | +22.6% |
| 1Y | +17.9% | -13.7% | +31.6% | +24.3% |
| 3Y | +64.6% | +113.1% | -48.5% | +10.7% |
| 5Y | +48.4% | +85.9% | -37.5% | +3.5% |
| All | +210.3% | +414.5% | -204.2% | +32.4% |
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