+215.7%
RSP vs M
-5.1%
+220.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -0.3% | -3.3% | +3.0% | +0.2% |
| 30D | +4.4% | +8.1% | -3.7% | +2.9% |
| 3M | +1.3% | +2.2% | -0.9% | +0.6% |
| 6M | +10.0% | +35.1% | -25.1% | +3.6% |
| YTD | +17.6% | +15.8% | +1.8% | +13.3% |
| 1Y | +19.2% | +25.8% | -6.6% | +13.0% |
| 3Y | +66.0% | +156.2% | -90.2% | +33.0% |
| 5Y | +50.4% | -2.4% | +52.8% | +36.7% |
| 10Y | +215.7% | -7.1% | +222.8% | +127.9% |
| All | +215.7% | -5.1% | +220.8% | +127.9% |
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