+1,115.8%
RSP vs EXEL
+719.4%
+396.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.6% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | +2.6% | +19.0% | -16.5% | 0.0% |
| 3M | -0.8% | +33.3% | -34.1% | -5.0% |
| 6M | +6.3% | +42.9% | -36.6% | +0.5% |
| YTD | +14.1% | +58.7% | -44.6% | +5.9% |
| 1Y | +18.0% | +70.5% | -52.5% | +8.3% |
| 3Y | +61.0% | +233.8% | -172.8% | +31.0% |
| 5Y | +45.6% | +259.3% | -213.8% | +15.8% |
| 10Y | +220.2% | +484.1% | -264.0% | +119.6% |
| All | +1,115.8% | +719.4% | +396.3% | +414.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling