+207.1%
RSP vs EW
+130.4%
+76.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.8% | -0.3% | -0.4% | -0.7% |
| 30D | -0.3% | +1.0% | -1.4% | -0.7% |
| 3M | +4.3% | +2.8% | +1.5% | +3.3% |
| 6M | +8.8% | +5.5% | +3.3% | +6.7% |
| YTD | +15.3% | +5.5% | +9.8% | +12.8% |
| 1Y | +18.3% | +11.0% | +7.2% | +13.8% |
| 3Y | +52.8% | +17.7% | +35.1% | +37.9% |
| 5Y | +51.7% | -25.7% | +77.5% | +56.3% |
| All | +207.1% | +130.4% | +76.7% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling