+64.8%
RSP vs ESI
+80.4%
-15.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.4% |
| 7D | +1.8% | +8.3% | -6.5% | 0.0% |
| 30D | +3.5% | -10.4% | +13.9% | +5.6% |
| 3M | +0.2% | -13.2% | +13.4% | +2.8% |
| 6M | +9.1% | -23.9% | +33.0% | +14.5% |
| YTD | +16.6% | +34.2% | -17.6% | +2.0% |
| 1Y | +17.9% | +22.2% | -4.3% | +6.0% |
| All | +64.8% | +80.4% | -15.5% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling