+61.0%
RSP vs ES
+46.3%
+14.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.2% |
| 7D | -1.0% | +1.9% | -2.9% | -1.5% |
| 30D | +2.6% | +7.1% | -4.5% | +1.0% |
| 3M | -0.8% | -1.9% | +1.2% | -0.5% |
| 6M | +6.3% | +4.4% | +1.9% | +5.1% |
| YTD | +14.1% | +7.3% | +6.8% | +11.9% |
| 1Y | +18.0% | +2.1% | +15.9% | +16.5% |
| 3Y | +61.0% | +41.8% | +19.2% | +42.8% |
| All | +61.0% | +46.3% | +14.7% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling