+19.0%
RSP vs EL
+30.6%
-11.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | +0.7% | +7.6% | -6.9% | -0.1% |
| 30D | +3.7% | +15.7% | -12.0% | +2.0% |
| 3M | +0.7% | +30.5% | -29.9% | -2.4% |
| 6M | +9.0% | +32.5% | -23.5% | +5.4% |
| YTD | +16.7% | +9.4% | +7.2% | +13.0% |
| 1Y | +19.0% | +28.4% | -9.4% | +11.8% |
| All | +19.0% | +30.6% | -11.6% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling