+215.7%
RSP vs ECL
+196.0%
+19.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -0.3% | -2.3% | +2.0% | +0.9% |
| 30D | +4.4% | +8.3% | -3.8% | +0.2% |
| 3M | +1.3% | +8.4% | -7.2% | -3.1% |
| 6M | +10.0% | +23.3% | -13.3% | -2.0% |
| YTD | +17.6% | +18.2% | -0.6% | +6.7% |
| 1Y | +19.2% | +18.8% | +0.5% | +7.8% |
| 3Y | +66.0% | +78.5% | -12.4% | +18.0% |
| 5Y | +50.4% | +40.1% | +10.4% | +20.1% |
| 10Y | +215.7% | +196.5% | +19.2% | +69.9% |
| All | +215.7% | +196.0% | +19.6% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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