+213.2%
RSP vs B
+184.6%
+28.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.1% | +6.1% | +0.6% |
| 7D | +0.7% | +7.1% | -6.4% | 0.0% |
| 30D | +3.7% | -3.3% | +7.0% | +3.9% |
| 3M | +0.7% | -2.5% | +3.2% | +0.7% |
| 6M | +9.0% | -7.2% | +16.3% | +9.3% |
| YTD | +16.7% | -7.4% | +24.0% | +16.5% |
| 1Y | +19.0% | +16.4% | +2.5% | +16.1% |
| 3Y | +64.7% | +178.7% | -114.0% | +45.7% |
| 5Y | +49.6% | +121.7% | -72.1% | +33.4% |
| 10Y | +213.2% | +208.6% | +4.5% | +174.6% |
| All | +213.2% | +184.6% | +28.6% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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