+205.8%
RSP vs IDXX
+360.5%
-154.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -1.9% | -5.7% | +3.8% | -0.2% |
| 30D | -2.8% | -11.5% | +8.7% | +0.7% |
| 3M | +2.8% | -9.5% | +12.4% | +5.6% |
| 6M | +10.2% | -16.0% | +26.2% | +15.4% |
| YTD | +13.1% | -25.4% | +38.5% | +22.4% |
| 1Y | +14.8% | -21.8% | +36.5% | +21.7% |
| 3Y | +52.6% | +7.0% | +45.6% | +40.8% |
| 5Y | +51.6% | -26.0% | +77.6% | +53.0% |
| All | +205.8% | +360.5% | -154.6% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 10y: compounded portfolio wealth divided by compounded IDXX 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…
10y analysis · Full analysis span regression · 6 months rolling