+53.0%
RSP vs ESI
+72.3%
-19.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.4% |
| 7D | -0.8% | +3.3% | -4.1% | -1.8% |
| 30D | -0.3% | -5.9% | +5.5% | +1.3% |
| 3M | +4.3% | -14.1% | +18.4% | +7.9% |
| 6M | +8.8% | +6.6% | +2.3% | +3.1% |
| YTD | +15.3% | +45.0% | -29.8% | -3.2% |
| 1Y | +18.3% | +41.5% | -23.2% | -0.3% |
| 3Y | +52.8% | +78.8% | -26.0% | +12.8% |
| All | +53.0% | +72.3% | -19.4% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling