+207.1%
RSP vs B
+189.6%
+17.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | -0.8% | -1.6% | +0.8% | -0.6% |
| 30D | -0.3% | +9.4% | -9.8% | -1.3% |
| 3M | +4.3% | +5.0% | -0.7% | +3.5% |
| 6M | +8.8% | -3.5% | +12.4% | +8.6% |
| YTD | +15.3% | +4.5% | +10.8% | +13.9% |
| 1Y | +18.3% | +67.8% | -49.5% | +11.3% |
| 3Y | +52.8% | +196.7% | -143.9% | +34.7% |
| 5Y | +51.7% | +151.9% | -100.2% | +34.1% |
| All | +207.1% | +189.6% | +17.5% | +170.4% |
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