+204.4%
RSP vs IT
+89.8%
+114.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.4% | +6.4% | +1.1% |
| 7D | -0.4% | -9.1% | +8.7% | +2.2% |
| 30D | -1.5% | -7.0% | +5.5% | +0.2% |
| 3M | +4.8% | +7.6% | -2.8% | +0.5% |
| 6M | +10.3% | +2.1% | +8.1% | +6.3% |
| YTD | +14.1% | -31.6% | +45.7% | +24.2% |
| 1Y | +17.0% | -29.9% | +46.9% | +25.4% |
| 3Y | +54.2% | -51.3% | +105.4% | +81.7% |
| 5Y | +51.5% | -44.8% | +96.3% | +65.6% |
| 10Y | +204.4% | +91.4% | +113.0% | +104.6% |
| All | +204.4% | +89.8% | +114.6% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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