+656.3%
RSP vs EXPE
+851.4%
-195.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -0.8% | -9.5% | +8.8% | +1.7% |
| 30D | -0.3% | -6.6% | +6.3% | +1.2% |
| 3M | +4.3% | +31.4% | -27.1% | -3.3% |
| 6M | +8.8% | +35.2% | -26.4% | -0.6% |
| YTD | +15.3% | +5.8% | +9.5% | +11.0% |
| 1Y | +18.3% | +38.7% | -20.4% | +5.4% |
| 3Y | +52.8% | +175.8% | -123.0% | +9.3% |
| 5Y | +51.7% | +111.8% | -60.1% | +10.6% |
| 10Y | +208.5% | +179.7% | +28.8% | +89.9% |
| All | +656.3% | +851.4% | -195.1% | +129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling