+182.4%
RSP vs IR
+288.5%
-106.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.0% |
| 7D | -0.8% | -2.8% | +2.1% | +0.3% |
| 30D | -0.3% | -15.1% | +14.8% | +5.9% |
| 3M | +4.3% | +6.1% | -1.8% | +1.4% |
| 6M | +8.8% | -16.8% | +25.6% | +15.4% |
| YTD | +15.3% | -3.5% | +18.8% | +15.0% |
| 1Y | +18.3% | -3.5% | +21.8% | +17.7% |
| 3Y | +52.8% | +9.5% | +43.3% | +41.1% |
| 5Y | +51.7% | +45.1% | +6.6% | +23.4% |
| All | +182.4% | +288.5% | -106.1% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling