+303.7%
RSP vs ESI
+197.1%
+106.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.9% | +1.0% |
| 7D | +0.4% | -3.5% | +3.9% | +1.2% |
| 30D | +3.7% | -9.3% | +13.0% | +5.9% |
| 3M | +0.8% | -12.8% | +13.6% | +3.5% |
| 6M | +9.1% | -24.6% | +33.7% | +15.2% |
| YTD | +16.7% | +32.7% | -16.0% | +4.8% |
| 1Y | +19.7% | +20.3% | -0.6% | +10.2% |
| 3Y | +66.7% | +80.2% | -13.5% | +35.3% |
| 5Y | +48.7% | +40.0% | +8.7% | +27.0% |
| 10Y | +215.6% | +310.8% | -95.2% | +104.6% |
| All | +303.7% | +197.1% | +106.5% | +180.1% |
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