+61.0%
RSP vs FLEX
+254.3%
-193.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -4.9% | -0.9% |
| 7D | -1.0% | -19.3% | +18.3% | +1.0% |
| 30D | +2.6% | -41.5% | +44.1% | +8.4% |
| 3M | -0.8% | -43.1% | +42.3% | +4.9% |
| 6M | +6.3% | -48.2% | +54.5% | +12.6% |
| YTD | +14.1% | +15.5% | -1.3% | +3.8% |
| 1Y | +18.0% | +10.2% | +7.8% | +8.0% |
| 3Y | +61.0% | +256.8% | -195.8% | +12.5% |
| All | +61.0% | +254.3% | -193.3% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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