+19.2%
RSP vs ESI
+23.9%
-4.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.3% |
| 7D | -0.3% | +1.8% | -2.1% | -0.6% |
| 30D | +4.4% | -6.6% | +11.0% | +5.0% |
| 3M | +1.3% | -9.4% | +10.6% | +2.1% |
| 6M | +10.0% | -24.1% | +34.1% | +13.1% |
| YTD | +17.6% | +37.1% | -19.5% | +5.4% |
| 1Y | +19.2% | +24.5% | -5.3% | +9.5% |
| All | +19.2% | +23.9% | -4.6% | +9.5% |
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