+1,127.7%
RSP vs AXP
+1,269.5%
-141.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | -0.8% | -2.1% | +1.3% | +0.2% |
| 30D | -0.3% | -6.5% | +6.2% | +2.7% |
| 3M | +4.3% | +4.6% | -0.4% | +1.8% |
| 6M | +8.8% | +5.4% | +3.4% | +5.7% |
| YTD | +15.3% | -11.1% | +26.4% | +20.1% |
| 1Y | +18.3% | -0.3% | +18.6% | +16.6% |
| 3Y | +52.8% | +111.6% | -58.8% | +4.8% |
| 5Y | +51.7% | +117.6% | -65.9% | -0.2% |
| 10Y | +208.5% | +474.1% | -265.7% | +23.3% |
| All | +1,127.7% | +1,269.5% | -141.8% | +161.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling