+1,127.7%
RSP vs EXC
+453.1%
+674.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -0.3% | -3.7% | +3.4% | +1.3% |
| 3M | +4.3% | -1.3% | +5.6% | +4.6% |
| 6M | +8.8% | -9.7% | +18.5% | +13.4% |
| YTD | +15.3% | +2.9% | +12.4% | +12.6% |
| 1Y | +18.3% | +4.4% | +13.9% | +14.5% |
| 3Y | +52.8% | +22.2% | +30.6% | +34.5% |
| 5Y | +51.7% | +46.7% | +5.0% | +20.4% |
| 10Y | +208.5% | +155.3% | +53.1% | +80.6% |
| All | +1,127.7% | +453.1% | +674.7% | +400.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling