+213.4%
RSP vs ECL
+199.1%
+14.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.5% |
| 7D | -1.0% | -0.8% | -0.3% | -0.7% |
| 30D | +2.6% | +8.1% | -5.5% | -1.6% |
| 3M | -0.8% | +6.4% | -7.1% | -4.1% |
| 6M | +6.3% | +14.8% | -8.5% | -1.7% |
| YTD | +14.1% | +15.5% | -1.3% | +4.8% |
| 1Y | +18.0% | +20.1% | -2.1% | +6.0% |
| 3Y | +61.0% | +77.8% | -16.7% | +14.6% |
| 5Y | +45.6% | +37.9% | +7.7% | +17.1% |
| All | +213.4% | +199.1% | +14.3% | +69.5% |
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