+17.0%
RSP vs ESI
+39.5%
-22.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -0.4% | +5.4% | -5.8% | -1.1% |
| 30D | -1.5% | -4.2% | +2.7% | -1.0% |
| 3M | +4.8% | -9.6% | +14.4% | +5.5% |
| 6M | +10.3% | +18.3% | -8.1% | +4.3% |
| YTD | +14.1% | +45.8% | -31.8% | +1.9% |
| 1Y | +17.0% | +39.2% | -22.1% | +5.2% |
| All | +17.0% | +39.5% | -22.5% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling