+1,127.7%
RSP vs ECL
+1,326.2%
-198.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.8% | -2.6% | +1.8% | +0.8% |
| 30D | -0.3% | -2.2% | +1.8% | +0.9% |
| 3M | +4.3% | +10.1% | -5.8% | -1.9% |
| 6M | +8.8% | -5.7% | +14.6% | +11.8% |
| YTD | +15.3% | +7.0% | +8.3% | +9.6% |
| 1Y | +18.3% | +2.7% | +15.6% | +14.8% |
| 3Y | +52.8% | +57.7% | -4.9% | +12.3% |
| 5Y | +51.7% | +31.1% | +20.6% | +21.4% |
| 10Y | +208.5% | +150.9% | +57.6% | +56.0% |
| All | +1,127.7% | +1,326.2% | -198.4% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling