+1,115.8%
RSP vs IT
+2,306.3%
-1,190.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +1.0% |
| 7D | -1.0% | -16.9% | +15.9% | +4.8% |
| 30D | +2.6% | +2.3% | +0.3% | +1.0% |
| 3M | -0.8% | +2.9% | -3.6% | -3.4% |
| 6M | +6.3% | +25.9% | -19.6% | -6.0% |
| YTD | +14.1% | -24.6% | +38.8% | +18.5% |
| 1Y | +18.0% | -16.0% | +34.1% | +17.5% |
| 3Y | +61.0% | -51.6% | +112.6% | +89.2% |
| 5Y | +45.6% | -42.6% | +88.2% | +56.6% |
| 10Y | +220.2% | +103.6% | +116.6% | +100.2% |
| All | +1,115.8% | +2,306.3% | -1,190.6% | +223.8% |
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