+1,127.7%
RSP vs EL
+759.4%
+368.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.5% |
| 7D | -0.8% | +0.8% | -1.6% | -1.1% |
| 30D | -0.3% | +19.8% | -20.2% | -6.9% |
| 3M | +4.3% | +25.7% | -21.4% | -4.4% |
| 6M | +8.8% | +5.4% | +3.4% | +4.5% |
| YTD | +15.3% | +0.2% | +15.0% | +11.1% |
| 1Y | +18.3% | +20.4% | -2.2% | +5.8% |
| 3Y | +52.8% | -32.1% | +84.9% | +55.9% |
| 5Y | +51.7% | -67.2% | +118.9% | +101.3% |
| 10Y | +208.5% | +31.7% | +176.7% | +118.0% |
| All | +1,127.7% | +759.4% | +368.3% | +262.1% |
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