+55.9%
RSP vs EXE
+20.7%
+35.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -0.3% | +8.5% | -8.8% | -1.5% |
| 3M | +4.3% | +5.5% | -1.2% | +3.4% |
| 6M | +8.8% | -5.9% | +14.7% | +9.6% |
| YTD | +15.3% | -9.7% | +25.0% | +16.8% |
| 1Y | +18.3% | +3.6% | +14.7% | +16.1% |
| All | +55.9% | +20.7% | +35.2% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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