+207.1%
RSP vs CAPR
-75.3%
+282.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | -0.8% | -2.0% | +1.2% | -0.7% |
| 30D | -0.3% | +139.2% | -139.5% | -1.7% |
| 3M | +4.3% | -66.4% | +70.6% | +4.8% |
| 6M | +8.8% | -63.1% | +72.0% | +9.2% |
| YTD | +15.3% | -67.4% | +82.7% | +15.7% |
| 1Y | +18.3% | +58.2% | -40.0% | +12.4% |
| 3Y | +52.8% | +42.2% | +10.6% | +41.7% |
| 5Y | +51.7% | +87.3% | -35.5% | +38.3% |
| All | +207.1% | -75.3% | +282.3% | +172.3% |
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