+1,142.9%
RSP vs LOW
+1,435.8%
-292.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.7% | +8.7% | -7.9% | -3.0% |
| 30D | +3.7% | +25.5% | -21.8% | -6.6% |
| 3M | +0.7% | +6.6% | -5.9% | -2.6% |
| 6M | +9.0% | +2.4% | +6.6% | +6.8% |
| YTD | +16.7% | -1.7% | +18.4% | +15.6% |
| 1Y | +19.0% | +1.7% | +17.3% | +15.8% |
| 3Y | +64.7% | +26.6% | +38.2% | +42.9% |
| 5Y | +49.6% | +10.1% | +39.5% | +35.5% |
| 10Y | +213.2% | +303.3% | -90.1% | +43.3% |
| All | +1,142.9% | +1,435.8% | -292.9% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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