+52.6%
RSP vs ETN
+86.8%
-34.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -0.1% |
| 7D | -1.9% | +3.5% | -5.4% | -2.6% |
| 30D | -2.8% | -7.5% | +4.7% | -1.3% |
| 3M | +2.8% | +8.3% | -5.5% | +0.3% |
| 6M | +10.2% | +20.2% | -10.0% | +4.0% |
| YTD | +13.1% | +34.7% | -21.6% | +3.2% |
| 1Y | +14.8% | +19.4% | -4.7% | +7.8% |
| 3Y | +52.6% | +85.5% | -32.9% | +20.5% |
| All | +52.6% | +86.8% | -34.2% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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