+298.6%
RSP vs ESI
+224.6%
+74.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.2% |
| 7D | -0.8% | +3.3% | -4.1% | -1.6% |
| 30D | -0.3% | -5.9% | +5.5% | +1.1% |
| 3M | +4.3% | -14.1% | +18.4% | +7.4% |
| 6M | +8.8% | +6.6% | +2.3% | +4.9% |
| YTD | +15.3% | +45.0% | -29.8% | +1.9% |
| 1Y | +18.3% | +41.5% | -23.2% | +4.8% |
| 3Y | +52.8% | +78.8% | -26.0% | +25.1% |
| 5Y | +51.7% | +70.9% | -19.2% | +23.9% |
| 10Y | +208.5% | +317.1% | -108.6% | +98.3% |
| All | +298.6% | +224.6% | +74.0% | +172.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling