+205.5%
RSP vs CIEN
+1,478.0%
-1,272.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -1.8% | -4.6% | +2.8% | -1.2% |
| 30D | -2.5% | -12.8% | +10.3% | -0.7% |
| 3M | +3.0% | -23.1% | +26.1% | +6.4% |
| 6M | +8.9% | +6.1% | +2.8% | +3.3% |
| YTD | +13.0% | +44.5% | -31.6% | -0.9% |
| 1Y | +16.2% | +176.6% | -160.4% | -12.7% |
| 3Y | +52.7% | +601.0% | -548.3% | -13.3% |
| 5Y | +50.5% | +509.1% | -458.7% | -14.1% |
| All | +205.5% | +1,478.0% | -1,272.4% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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