+786.4%
RSP vs ITOT
+896.7%
-110.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -0.3% | 0.0% | -0.3% | -0.4% |
| 3M | +4.3% | +2.0% | +2.3% | +2.0% |
| 6M | +8.8% | +13.0% | -4.2% | -4.4% |
| YTD | +15.3% | +14.0% | +1.3% | +0.4% |
| 1Y | +18.3% | +19.9% | -1.6% | -2.4% |
| 3Y | +52.8% | +75.8% | -23.0% | -16.2% |
| 5Y | +51.7% | +73.8% | -22.1% | -16.5% |
| 10Y | +208.5% | +295.9% | -87.4% | -29.9% |
| All | +786.4% | +896.7% | -110.3% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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