+53.0%
RSP vs EXPE
+111.8%
-58.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | -0.8% | -9.5% | +8.8% | +1.1% |
| 30D | -0.3% | -6.6% | +6.3% | +0.8% |
| 3M | +4.3% | +31.4% | -27.1% | -1.5% |
| 6M | +8.8% | +35.2% | -26.4% | +1.5% |
| YTD | +15.3% | +5.8% | +9.5% | +12.3% |
| 1Y | +18.3% | +38.7% | -20.4% | +8.0% |
| 3Y | +52.8% | +175.8% | -123.0% | +16.1% |
| All | +53.0% | +111.8% | -58.8% | +17.7% |
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