+1,120.4%
RSP vs F
+174.6%
+945.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.6% |
| 7D | -1.4% | +1.4% | -2.8% | -1.8% |
| 30D | +2.1% | +2.0% | +0.1% | +1.5% |
| 3M | -0.9% | -10.4% | +9.4% | +1.9% |
| 6M | +7.5% | +9.7% | -2.2% | +3.2% |
| YTD | +14.6% | -1.2% | +15.8% | +12.9% |
| 1Y | +17.6% | 0.0% | +17.6% | +15.5% |
| 3Y | +60.8% | +41.1% | +19.7% | +38.2% |
| 5Y | +46.1% | -11.4% | +57.6% | +38.5% |
| 10Y | +221.4% | +85.0% | +136.4% | +129.1% |
| All | +1,120.4% | +174.6% | +945.8% | +510.0% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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