+215.7%
RSP vs CAPR
-59.1%
+274.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +26.5% | -25.7% | +0.5% |
| 7D | -0.3% | +25.8% | -26.1% | -0.7% |
| 30D | +4.4% | +50.2% | -45.8% | +3.8% |
| 3M | +1.3% | +185.5% | -184.2% | -0.5% |
| 6M | +10.0% | -64.8% | +74.8% | +10.3% |
| YTD | +17.6% | -61.1% | +78.7% | +17.6% |
| 1Y | +19.2% | +81.0% | -61.7% | +13.2% |
| 3Y | +66.0% | +300.7% | -234.7% | +51.1% |
| 5Y | +50.4% | +223.3% | -172.9% | +35.8% |
| 10Y | +215.7% | -58.8% | +274.4% | +171.1% |
| All | +215.7% | -59.1% | +274.7% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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