+213.2%
RSP vs M
-3.0%
+216.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | +0.7% | +5.0% | -4.3% | -0.2% |
| 30D | +3.7% | +10.6% | -7.0% | +1.7% |
| 3M | +0.7% | +1.6% | -0.9% | +0.1% |
| 6M | +9.0% | +30.8% | -21.8% | +3.3% |
| YTD | +16.7% | +16.9% | -0.2% | +12.2% |
| 1Y | +19.0% | +26.3% | -7.3% | +12.7% |
| 3Y | +64.7% | +158.6% | -93.9% | +31.7% |
| 5Y | +49.6% | +2.1% | +47.5% | +34.8% |
| 10Y | +213.2% | -4.3% | +217.5% | +125.1% |
| All | +213.2% | -3.0% | +216.2% | +125.1% |
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