+458.8%
RSP vs INDA
+122.2%
+336.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +1.8% | +3.1% | -1.3% | +0.3% |
| 30D | +3.5% | +9.1% | -5.6% | -0.8% |
| 3M | +0.2% | +3.2% | -3.0% | -1.4% |
| 6M | +9.1% | +8.5% | +0.6% | +4.8% |
| YTD | +16.6% | -4.6% | +21.2% | +18.8% |
| 1Y | +17.9% | -5.5% | +23.4% | +20.7% |
| 3Y | +64.6% | +16.7% | +47.9% | +51.3% |
| 5Y | +48.4% | +9.0% | +39.4% | +40.6% |
| 10Y | +212.9% | +116.6% | +96.3% | +113.1% |
| All | +458.8% | +122.2% | +336.6% | +268.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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