+215.6%
RSP vs EXEL
+445.6%
-230.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.9% | +1.8% |
| 7D | +0.4% | +2.3% | -1.9% | +0.1% |
| 30D | +3.7% | +19.8% | -16.1% | +0.9% |
| 3M | +0.8% | +32.7% | -31.9% | -3.5% |
| 6M | +9.1% | +49.0% | -39.9% | +2.5% |
| YTD | +16.7% | +63.7% | -47.0% | +7.7% |
| 1Y | +19.7% | +75.8% | -56.1% | +9.2% |
| 3Y | +66.7% | +241.3% | -174.6% | +34.0% |
| 5Y | +48.7% | +289.0% | -240.4% | +15.5% |
| 10Y | +215.6% | +377.6% | -162.1% | +137.4% |
| All | +215.6% | +445.6% | -230.0% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling