+204.4%
RSP vs CHD
+124.1%
+80.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | -0.4% | -2.9% | +2.5% | +0.4% |
| 30D | -1.5% | -6.2% | +4.7% | +0.1% |
| 3M | +4.8% | +1.6% | +3.2% | +4.2% |
| 6M | +10.3% | -3.5% | +13.8% | +11.0% |
| YTD | +14.1% | +16.2% | -2.2% | +9.1% |
| 1Y | +17.0% | +3.4% | +13.6% | +15.3% |
| 3Y | +54.2% | +4.6% | +49.6% | +49.7% |
| 5Y | +51.5% | +21.1% | +30.4% | +38.8% |
| 10Y | +204.4% | +126.5% | +77.9% | +139.2% |
| All | +204.4% | +124.1% | +80.3% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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