+211.0%
RSP vs CAPR
-65.7%
+276.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +0.3% |
| 7D | +2.4% | +5.9% | -3.5% | +2.2% |
| 30D | +4.3% | +44.6% | -40.3% | +3.7% |
| 3M | -0.3% | +126.4% | -126.7% | -1.8% |
| 6M | +9.8% | -68.6% | +78.4% | +10.3% |
| YTD | +16.8% | -67.0% | +83.8% | +17.1% |
| 1Y | +19.5% | +65.2% | -45.7% | +13.5% |
| 3Y | +65.1% | +235.6% | -170.4% | +50.6% |
| 5Y | +48.7% | +175.4% | -126.7% | +34.6% |
| All | +211.0% | -65.7% | +276.7% | +168.1% |
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