+45.4%
RSP vs EL
-66.1%
+111.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.8% |
| 7D | -1.0% | +0.8% | -1.8% | -1.2% |
| 30D | +2.6% | +16.5% | -13.9% | -0.6% |
| 3M | -0.8% | +29.2% | -30.0% | -6.2% |
| 6M | +6.3% | +27.9% | -21.6% | +0.3% |
| YTD | +14.1% | +6.2% | +7.9% | +10.5% |
| 1Y | +18.0% | +27.2% | -9.2% | +9.6% |
| 3Y | +61.0% | +3.2% | +57.8% | +47.9% |
| All | +45.4% | -66.1% | +111.5% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling