+1,143.3%
RSP vs IT
+2,318.0%
-1,174.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.1% |
| 7D | +0.4% | -18.8% | +19.2% | +7.2% |
| 30D | +3.7% | -0.1% | +3.8% | +3.0% |
| 3M | +0.8% | +2.9% | -2.2% | -1.9% |
| 6M | +9.1% | +20.4% | -11.3% | -1.9% |
| YTD | +16.7% | -24.3% | +41.0% | +21.0% |
| 1Y | +19.7% | -17.2% | +36.8% | +19.8% |
| 3Y | +66.7% | -52.4% | +119.1% | +97.2% |
| 5Y | +48.7% | -43.7% | +92.4% | +61.1% |
| 10Y | +215.6% | +90.3% | +125.3% | +102.4% |
| All | +1,143.3% | +2,318.0% | -1,174.6% | +230.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling