+61.0%
RSP vs IT
-51.0%
+112.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.1% |
| 7D | -1.0% | -16.9% | +15.9% | +1.1% |
| 30D | +2.6% | +2.3% | +0.3% | +2.0% |
| 3M | -0.8% | +2.9% | -3.6% | -1.7% |
| 6M | +6.3% | +25.9% | -19.6% | +1.7% |
| YTD | +14.1% | -24.6% | +38.8% | +19.2% |
| 1Y | +18.0% | -16.0% | +34.1% | +20.3% |
| 3Y | +61.0% | -51.6% | +112.6% | +86.0% |
| All | +61.0% | -51.0% | +112.0% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling