+1,127.7%
RSP vs M
+196.7%
+931.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.1% |
| 7D | -0.8% | +4.7% | -5.5% | -1.9% |
| 30D | -0.3% | -9.6% | +9.3% | +2.0% |
| 3M | +4.3% | +0.9% | +3.4% | +3.5% |
| 6M | +8.8% | +22.3% | -13.4% | +2.7% |
| YTD | +15.3% | +6.5% | +8.7% | +11.9% |
| 1Y | +18.3% | +38.8% | -20.5% | +7.2% |
| 3Y | +52.8% | +115.9% | -63.1% | +16.5% |
| 5Y | +51.7% | +28.6% | +23.1% | +21.4% |
| 10Y | +208.5% | -2.5% | +211.0% | +115.4% |
| All | +1,127.7% | +196.7% | +931.0% | +323.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling