+53.0%
RSP vs CAPR
+84.7%
-31.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | -0.8% | -2.0% | +1.2% | -0.8% |
| 30D | -0.3% | +139.2% | -139.5% | -1.2% |
| 3M | +4.3% | -66.4% | +70.6% | +4.6% |
| 6M | +8.8% | -63.1% | +72.0% | +9.1% |
| YTD | +15.3% | -67.4% | +82.7% | +15.6% |
| 1Y | +18.3% | +58.2% | -40.0% | +14.2% |
| 3Y | +52.8% | +42.2% | +10.6% | +40.0% |
| All | +53.0% | +84.7% | -31.7% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling