+1,115.8%
RSP vs EMR
+1,107.2%
+8.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -1.0% | -1.6% | +0.5% | -0.2% |
| 30D | +2.6% | +2.0% | +0.6% | +1.4% |
| 3M | -0.8% | +3.8% | -4.6% | -3.2% |
| 6M | +6.3% | +10.5% | -4.2% | -0.6% |
| YTD | +14.1% | +23.7% | -9.6% | -1.1% |
| 1Y | +18.0% | +25.4% | -7.4% | +1.3% |
| 3Y | +61.0% | +86.6% | -25.5% | +6.3% |
| 5Y | +45.6% | +83.0% | -37.4% | -4.3% |
| 10Y | +220.2% | +319.5% | -99.3% | +20.1% |
| All | +1,115.8% | +1,107.2% | +8.5% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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