+213.4%
RSP vs ES
+85.7%
+127.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.6% |
| 7D | -1.0% | +1.9% | -2.9% | -1.7% |
| 30D | +2.6% | +7.1% | -4.5% | 0.0% |
| 3M | -0.8% | -1.9% | +1.2% | -0.3% |
| 6M | +6.3% | +4.4% | +1.9% | +4.2% |
| YTD | +14.1% | +7.3% | +6.8% | +10.3% |
| 1Y | +18.0% | +2.1% | +15.9% | +15.6% |
| 3Y | +61.0% | +41.8% | +19.2% | +35.8% |
| 5Y | +45.6% | +1.4% | +44.1% | +39.5% |
| All | +213.4% | +85.7% | +127.7% | +171.5% |
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