+1,127.7%
RSP vs IT
+2,259.7%
-1,132.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +1.1% |
| 7D | -0.8% | -6.0% | +5.3% | +1.2% |
| 30D | -0.3% | 0.0% | -0.3% | -0.7% |
| 3M | +4.3% | +13.1% | -8.8% | -2.3% |
| 6M | +8.8% | +11.7% | -2.9% | +1.0% |
| YTD | +15.3% | -26.1% | +41.4% | +22.0% |
| 1Y | +18.3% | -21.3% | +39.5% | +21.3% |
| 3Y | +52.8% | -46.7% | +99.5% | +74.3% |
| 5Y | +51.7% | -40.5% | +92.2% | +62.5% |
| 10Y | +208.5% | +103.9% | +104.6% | +94.7% |
| All | +1,127.7% | +2,259.7% | -1,132.0% | +233.5% |
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