+1,143.3%
RSP vs EMR
+1,160.6%
-17.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.4% | -2.1% | -0.1% |
| 7D | +0.4% | +2.1% | -1.7% | -0.7% |
| 30D | +3.7% | +4.8% | -1.0% | +1.0% |
| 3M | +0.8% | +7.5% | -6.7% | -3.5% |
| 6M | +9.1% | +20.9% | -11.8% | -2.8% |
| YTD | +16.7% | +29.2% | -12.5% | -1.3% |
| 1Y | +19.7% | +33.0% | -13.3% | -0.5% |
| 3Y | +66.7% | +109.8% | -43.0% | +3.2% |
| 5Y | +48.7% | +91.9% | -43.3% | -4.7% |
| 10Y | +215.6% | +301.5% | -85.9% | +21.9% |
| All | +1,143.3% | +1,160.6% | -17.2% | +128.7% |
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