+68.9%
RSP vs COMP
-49.2%
+118.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.7% | -3.4% | +1.7% |
| 7D | +0.4% | +14.5% | -14.1% | -1.0% |
| 30D | +3.7% | +14.9% | -11.2% | +2.1% |
| 3M | +0.8% | -14.2% | +15.0% | +1.9% |
| 6M | +9.1% | +23.7% | -14.7% | +6.0% |
| YTD | +16.7% | +2.1% | +14.6% | +14.4% |
| 1Y | +19.7% | +26.2% | -6.5% | +14.7% |
| 3Y | +66.7% | +470.9% | -404.2% | +32.2% |
| 5Y | +48.7% | -14.0% | +62.7% | +29.5% |
| All | +68.9% | -49.2% | +118.2% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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