+1,095.1%
RSP vs IDXX
+5,095.2%
-4,000.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | -3.1% | -4.3% | +1.2% | -1.6% |
| 30D | -3.4% | -13.7% | +10.2% | +1.6% |
| 3M | +3.6% | -9.1% | +12.7% | +6.7% |
| 6M | +9.0% | -15.4% | +24.4% | +14.7% |
| YTD | +12.2% | -25.1% | +37.3% | +22.9% |
| 1Y | +15.6% | -20.6% | +36.2% | +23.1% |
| 3Y | +51.6% | +8.7% | +42.9% | +37.7% |
| 5Y | +50.4% | -25.7% | +76.1% | +52.3% |
| 10Y | +207.7% | +360.6% | -152.9% | +42.3% |
| All | +1,095.1% | +5,095.2% | -4,000.1% | +127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling