+208.0%
RSP vs M
-2.2%
+210.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.9% |
| 7D | -0.8% | +4.7% | -5.5% | -1.6% |
| 30D | -0.3% | -9.6% | +9.3% | +1.4% |
| 3M | +4.3% | +0.9% | +3.4% | +3.8% |
| 6M | +8.8% | +22.3% | -13.4% | +4.4% |
| YTD | +15.3% | +6.5% | +8.7% | +12.9% |
| 1Y | +18.3% | +38.8% | -20.5% | +10.3% |
| 3Y | +52.8% | +115.9% | -63.1% | +26.2% |
| 5Y | +51.7% | +28.6% | +23.1% | +30.6% |
| All | +208.0% | -2.2% | +210.1% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling