+204.4%
RSP vs ESI
+307.6%
-103.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -0.4% | +5.4% | -5.8% | -2.1% |
| 30D | -1.5% | -4.2% | +2.7% | -0.3% |
| 3M | +4.8% | -9.6% | +14.4% | +6.9% |
| 6M | +10.3% | +18.3% | -8.1% | +1.1% |
| YTD | +14.1% | +45.8% | -31.8% | -3.6% |
| 1Y | +17.0% | +39.2% | -22.1% | +0.1% |
| 3Y | +54.2% | +86.3% | -32.1% | +15.4% |
| 5Y | +51.5% | +76.2% | -24.7% | +13.2% |
| 10Y | +204.4% | +306.8% | -102.4% | +61.8% |
| All | +204.4% | +307.6% | -103.2% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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