+53.0%
RSP vs M
+27.3%
+25.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.9% |
| 7D | -0.8% | +4.7% | -5.5% | -1.5% |
| 30D | -0.3% | -9.6% | +9.3% | +1.3% |
| 3M | +4.3% | +0.9% | +3.4% | +3.8% |
| 6M | +8.8% | +22.3% | -13.4% | +4.7% |
| YTD | +15.3% | +6.5% | +8.7% | +13.1% |
| 1Y | +18.3% | +38.8% | -20.5% | +10.7% |
| 3Y | +52.8% | +115.9% | -63.1% | +26.5% |
| All | +53.0% | +27.3% | +25.7% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling