+506.1%
RSP vs CAPR
-99.1%
+605.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.0% | -0.4% |
| 7D | -1.0% | +41.1% | -42.1% | -1.4% |
| 30D | +2.6% | +11.1% | -8.5% | +2.4% |
| 3M | -0.8% | +115.3% | -116.1% | -1.8% |
| 6M | +6.3% | -73.8% | +80.1% | +6.9% |
| YTD | +14.1% | -68.8% | +82.9% | +14.4% |
| 1Y | +18.0% | +43.3% | -25.3% | +13.7% |
| 3Y | +61.0% | +214.7% | -153.7% | +51.4% |
| 5Y | +45.6% | +141.3% | -95.7% | +36.4% |
| 10Y | +220.2% | -67.0% | +287.2% | +191.0% |
| All | +506.1% | -99.1% | +605.2% | +437.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling