+213.4%
RSP vs M
-4.2%
+217.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.4% |
| 7D | -1.0% | -4.3% | +3.2% | -0.3% |
| 30D | +2.6% | +1.3% | +1.3% | +2.2% |
| 3M | -0.8% | -7.4% | +6.6% | +0.3% |
| 6M | +6.3% | +18.3% | -12.1% | +2.5% |
| YTD | +14.1% | +7.6% | +6.6% | +11.4% |
| 1Y | +18.0% | +17.4% | +0.6% | +13.3% |
| 3Y | +61.0% | +108.4% | -47.3% | +33.8% |
| 5Y | +45.6% | -10.6% | +56.2% | +34.3% |
| All | +213.4% | -4.2% | +217.6% | +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