+48.4%
RSP vs EL
-65.2%
+113.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +2.4% | +1.5% | +0.8% | +2.1% |
| 30D | +4.3% | +10.0% | -5.7% | +2.2% |
| 3M | -0.3% | +28.4% | -28.7% | -5.6% |
| 6M | +9.8% | +37.1% | -27.2% | +2.2% |
| YTD | +16.8% | +7.8% | +9.0% | +12.8% |
| 1Y | +19.5% | +26.0% | -6.5% | +11.3% |
| 3Y | +65.1% | +3.8% | +61.3% | +51.7% |
| All | +48.4% | -65.2% | +113.7% | +92.0% |
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