+1,115.8%
RSP vs EL
+810.7%
+305.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.1% |
| 7D | -1.0% | +0.8% | -1.8% | -1.4% |
| 30D | +2.6% | +16.5% | -13.9% | -2.8% |
| 3M | -0.8% | +29.2% | -30.0% | -10.0% |
| 6M | +6.3% | +27.9% | -21.6% | -4.0% |
| YTD | +14.1% | +6.2% | +7.9% | +7.5% |
| 1Y | +18.0% | +27.2% | -9.2% | +3.8% |
| 3Y | +61.0% | +3.2% | +57.8% | +40.5% |
| 5Y | +45.6% | -66.0% | +111.6% | +91.0% |
| 10Y | +220.2% | +58.3% | +161.8% | +109.8% |
| All | +1,115.8% | +810.7% | +305.0% | +250.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling