+54.2%
RSP vs FITB
+133.7%
-79.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.8% |
| 7D | -0.4% | +2.8% | -3.2% | -1.4% |
| 30D | -1.5% | -4.5% | +3.0% | 0.0% |
| 3M | +4.8% | +5.7% | -0.9% | +2.6% |
| 6M | +10.3% | +17.1% | -6.8% | +3.8% |
| YTD | +14.1% | +18.3% | -4.3% | +6.4% |
| 1Y | +17.0% | +23.9% | -6.9% | +7.0% |
| 3Y | +54.2% | +131.1% | -76.9% | +13.3% |
| All | +54.2% | +133.7% | -79.5% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 3y: compounded portfolio wealth divided by compounded FITB 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…
3y analysis · Full analysis span regression · 6 months rolling