+64.8%
RSP vs IR
+25.5%
+39.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -1.0% |
| 7D | +1.8% | +4.2% | -2.5% | +0.5% |
| 30D | +3.5% | +8.1% | -4.6% | +0.8% |
| 3M | +0.2% | +0.7% | -0.5% | -0.2% |
| 6M | +9.1% | +16.6% | -7.5% | +3.1% |
| YTD | +16.6% | +7.8% | +8.8% | +12.0% |
| 1Y | +17.9% | +9.9% | +8.0% | +12.3% |
| All | +64.8% | +25.5% | +39.3% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling