+210.3%
RSP vs IT
+88.7%
+121.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.6% |
| 7D | +1.8% | -3.7% | +5.4% | +2.8% |
| 30D | +3.5% | -3.1% | +6.6% | +3.7% |
| 3M | +0.2% | +6.3% | -6.1% | -2.9% |
| 6M | +9.1% | +24.8% | -15.6% | -1.5% |
| YTD | +16.6% | -24.4% | +41.0% | +22.2% |
| 1Y | +17.9% | -17.1% | +35.0% | +19.4% |
| 3Y | +64.6% | -53.6% | +118.2% | +99.6% |
| 5Y | +48.4% | -42.5% | +90.9% | +60.3% |
| All | +210.3% | +88.7% | +121.7% | +97.7% |
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