+204.4%
RSP vs EL
+31.4%
+173.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | -0.4% | +1.7% | -2.1% | -0.9% |
| 30D | -1.5% | +15.5% | -17.0% | -5.8% |
| 3M | +4.8% | +20.6% | -15.8% | -1.1% |
| 6M | +10.3% | +10.5% | -0.2% | +5.5% |
| YTD | +14.1% | -1.9% | +15.9% | +11.6% |
| 1Y | +17.0% | +16.1% | +0.9% | +8.1% |
| 3Y | +54.2% | -30.2% | +84.4% | +57.8% |
| 5Y | +51.5% | -67.4% | +118.9% | +104.8% |
| 10Y | +204.4% | +31.2% | +173.2% | +153.6% |
| All | +204.4% | +31.4% | +173.0% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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