+1,152.9%
RSP vs EL
+829.5%
+323.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +4.4% | +12.3% | -7.8% | +0.2% |
| 3M | +1.3% | +28.4% | -27.1% | -7.9% |
| 6M | +10.0% | +36.7% | -26.8% | -2.9% |
| YTD | +17.6% | +8.4% | +9.2% | +10.0% |
| 1Y | +19.2% | +25.4% | -6.2% | +5.5% |
| 3Y | +66.0% | +3.4% | +62.6% | +45.0% |
| 5Y | +50.4% | -64.8% | +115.2% | +94.7% |
| 10Y | +215.7% | +63.0% | +152.7% | +104.7% |
| All | +1,152.9% | +829.5% | +323.4% | +258.4% |
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