+210.3%
RSP vs EXEL
+325.9%
-115.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +1.8% | +1.6% | +0.1% | +1.5% |
| 30D | +3.5% | +17.4% | -13.9% | +1.0% |
| 3M | +0.2% | +38.6% | -38.4% | -4.6% |
| 6M | +9.1% | +41.2% | -32.1% | +3.3% |
| YTD | +16.6% | +59.3% | -42.7% | +8.0% |
| 1Y | +17.9% | +60.2% | -42.3% | +9.1% |
| 3Y | +64.6% | +232.6% | -168.0% | +32.8% |
| 5Y | +48.4% | +285.9% | -237.4% | +15.4% |
| All | +210.3% | +325.9% | -115.5% | +134.1% |
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