+18.0%
RSP vs EXC
+2.5%
+15.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.3% |
| 7D | -1.0% | -1.2% | +0.1% | -1.0% |
| 30D | +2.6% | +10.0% | -7.4% | +2.1% |
| 3M | -0.8% | +1.6% | -2.4% | -1.0% |
| 6M | +6.3% | +3.3% | +3.0% | +6.1% |
| YTD | +14.1% | +7.6% | +6.6% | +14.2% |
| 1Y | +18.0% | +3.5% | +14.5% | +18.8% |
| All | +18.0% | +2.5% | +15.5% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling