+51.5%
RSP vs EXEL
+195.7%
-144.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.7% |
| 7D | -0.4% | +1.4% | -1.8% | -0.6% |
| 30D | -1.5% | +6.7% | -8.2% | -2.5% |
| 3M | +4.8% | +11.5% | -6.7% | +3.0% |
| 6M | +10.3% | +38.8% | -28.5% | +4.8% |
| YTD | +14.1% | +31.6% | -17.5% | +9.0% |
| 1Y | +17.0% | +53.0% | -36.0% | +9.0% |
| 3Y | +54.2% | +160.8% | -106.7% | +27.5% |
| 5Y | +51.5% | +190.1% | -138.6% | +17.8% |
| All | +51.5% | +195.7% | -144.2% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling