+210.3%
RSP vs ES
+96.6%
+113.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.2% |
| 7D | +1.8% | -1.1% | +2.8% | +2.1% |
| 30D | +3.5% | +8.2% | -4.7% | +0.5% |
| 3M | +0.2% | +0.6% | -0.4% | -0.2% |
| 6M | +9.1% | +6.0% | +3.1% | +6.4% |
| YTD | +16.6% | +9.3% | +7.3% | +12.0% |
| 1Y | +17.9% | +1.1% | +16.8% | +16.0% |
| 3Y | +64.6% | +51.9% | +12.7% | +34.9% |
| 5Y | +48.4% | +6.5% | +42.0% | +39.5% |
| All | +210.3% | +96.6% | +113.7% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling