+188.2%
RSP vs IR
+332.9%
-144.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -0.3% | +1.1% | -1.4% | -0.7% |
| 30D | +4.4% | +7.6% | -3.1% | +1.4% |
| 3M | +1.3% | +0.1% | +1.2% | +0.8% |
| 6M | +10.0% | +14.0% | -4.0% | +3.8% |
| YTD | +17.6% | +7.5% | +10.1% | +12.4% |
| 1Y | +19.2% | +10.1% | +9.1% | +12.7% |
| 3Y | +66.0% | +24.9% | +41.2% | +45.7% |
| 5Y | +50.4% | +46.9% | +3.6% | +21.5% |
| All | +188.2% | +332.9% | -144.7% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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