+70.8%
RSP vs COMP
-52.8%
+123.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.7% | -5.9% | +1.1% |
| 7D | +2.7% | +9.5% | -6.8% | +1.8% |
| 30D | +5.8% | +8.1% | -2.3% | +4.8% |
| 3M | +1.8% | -16.3% | +18.1% | +3.2% |
| 6M | +11.6% | +42.2% | -30.6% | +6.7% |
| YTD | +18.0% | -5.0% | +23.0% | +16.5% |
| 1Y | +21.8% | +20.1% | +1.7% | +17.4% |
| 3Y | +65.6% | +358.4% | -292.9% | +34.3% |
| 5Y | +51.6% | -21.9% | +73.6% | +33.3% |
| All | +70.8% | -52.8% | +123.5% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling