+204.4%
RSP vs EXPE
+155.3%
+49.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.9% | +6.8% | +0.8% |
| 7D | -0.4% | -9.8% | +9.4% | +1.9% |
| 30D | -1.5% | -11.5% | +10.0% | +1.1% |
| 3M | +4.8% | +21.7% | -16.9% | -0.7% |
| 6M | +10.3% | +10.4% | -0.1% | +6.4% |
| YTD | +14.1% | -2.5% | +16.6% | +12.3% |
| 1Y | +17.0% | +27.3% | -10.3% | +6.8% |
| 3Y | +54.2% | +153.5% | -99.3% | +13.2% |
| 5Y | +51.5% | +91.1% | -39.6% | +13.6% |
| 10Y | +204.4% | +153.1% | +51.3% | +78.6% |
| All | +204.4% | +155.3% | +49.1% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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