+61.0%
RSP vs EXC
+26.3%
+34.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.1% |
| 7D | -1.0% | -1.2% | +0.1% | -0.9% |
| 30D | +2.6% | +10.0% | -7.4% | +1.3% |
| 3M | -0.8% | +1.6% | -2.4% | -1.1% |
| 6M | +6.3% | +3.3% | +3.0% | +5.7% |
| YTD | +14.1% | +7.6% | +6.6% | +12.6% |
| 1Y | +18.0% | +3.5% | +14.5% | +17.1% |
| 3Y | +61.0% | +27.7% | +33.4% | +51.7% |
| All | +61.0% | +26.3% | +34.8% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling