+215.6%
RSP vs AXP
+453.0%
-237.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.2% | +1.8% |
| 7D | +0.4% | -1.1% | +1.6% | +1.0% |
| 30D | +3.7% | +5.2% | -1.5% | +1.3% |
| 3M | +0.8% | -4.6% | +5.3% | +2.7% |
| 6M | +9.1% | +3.2% | +5.9% | +6.9% |
| YTD | +16.7% | -11.3% | +28.1% | +21.7% |
| 1Y | +19.7% | -11.0% | +30.7% | +24.4% |
| 3Y | +66.7% | +120.2% | -53.5% | +10.5% |
| 5Y | +48.7% | +91.7% | -43.0% | +2.3% |
| 10Y | +215.6% | +440.3% | -224.8% | +31.7% |
| All | +215.6% | +453.0% | -237.5% | +31.7% |
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