+205.0%
RSP vs CARR
+421.5%
-216.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.4% |
| 7D | -1.9% | -3.8% | +1.9% | -0.9% |
| 30D | -2.8% | -8.9% | +6.1% | -0.4% |
| 3M | +2.8% | -17.3% | +20.1% | +7.8% |
| 6M | +10.2% | -1.4% | +11.6% | +9.2% |
| YTD | +13.1% | +10.0% | +3.1% | +8.4% |
| 1Y | +14.8% | -6.4% | +21.1% | +14.8% |
| 3Y | +52.6% | +1.5% | +51.1% | +46.2% |
| 5Y | +51.6% | +9.3% | +42.3% | +37.4% |
| All | +205.0% | +421.5% | -216.5% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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