+48.4%
RSP vs EXPE
+46.0%
+2.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +2.4% | -0.5% | +2.9% | +2.5% |
| 30D | +4.3% | -6.1% | +10.4% | +5.1% |
| 3M | -0.3% | -21.3% | +21.0% | +3.6% |
| 6M | +9.8% | +19.0% | -9.2% | +4.9% |
| YTD | +16.8% | -8.4% | +25.3% | +16.3% |
| 1Y | +19.5% | -2.8% | +22.3% | +17.2% |
| 3Y | +65.1% | +120.8% | -55.6% | +29.8% |
| All | +48.4% | +46.0% | +2.5% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling