+17.0%
RSP vs ECL
+2.9%
+14.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | -1.5% | -2.5% | +0.9% | -0.8% |
| 3M | +4.8% | +8.3% | -3.5% | +2.0% |
| 6M | +10.3% | -1.1% | +11.4% | +10.3% |
| YTD | +14.1% | +6.5% | +7.6% | +11.4% |
| 1Y | +17.0% | +2.1% | +14.9% | +15.4% |
| All | +17.0% | +2.9% | +14.2% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling