+1,115.8%
RSP vs EW
+4,155.8%
-3,040.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | -1.0% | +11.0% | -12.0% | -4.1% |
| 30D | +2.6% | +19.1% | -16.5% | -2.6% |
| 3M | -0.8% | +14.4% | -15.1% | -4.8% |
| 6M | +6.3% | +22.8% | -16.5% | -0.4% |
| YTD | +14.1% | +19.8% | -5.7% | +7.4% |
| 1Y | +18.0% | +23.9% | -5.9% | +9.9% |
| 3Y | +61.0% | +52.2% | +8.8% | +34.7% |
| 5Y | +45.6% | -13.9% | +59.5% | +42.2% |
| 10Y | +220.2% | +241.9% | -21.7% | +99.1% |
| All | +1,115.8% | +4,155.8% | -3,040.1% | +175.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling