+452.1%
RSP vs FIVE
+826.1%
-374.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -2.1% |
| 7D | -1.4% | -1.7% | +0.3% | -1.1% |
| 30D | +2.1% | +14.9% | -12.8% | -0.6% |
| 3M | -0.9% | +7.6% | -8.6% | -2.7% |
| 6M | +7.5% | +6.4% | +1.1% | +5.2% |
| YTD | +14.6% | +28.1% | -13.5% | +7.7% |
| 1Y | +17.6% | +54.7% | -37.1% | +6.4% |
| 3Y | +60.8% | +36.1% | +24.7% | +41.5% |
| 5Y | +46.1% | +14.9% | +31.3% | +29.3% |
| 10Y | +221.4% | +578.8% | -357.5% | +101.1% |
| All | +452.1% | +826.1% | -374.1% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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