+1,120.4%
RSP vs M
+214.1%
+906.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.9% | +3.0% | -1.5% |
| 7D | -1.4% | -2.1% | +0.7% | -1.0% |
| 30D | +2.1% | +7.7% | -5.6% | +0.2% |
| 3M | -0.9% | -4.4% | +3.4% | -0.3% |
| 6M | +7.5% | +27.5% | -20.0% | +0.3% |
| YTD | +14.6% | +12.8% | +1.8% | +9.4% |
| 1Y | +17.6% | +20.7% | -3.1% | +10.2% |
| 3Y | +60.8% | +111.3% | -50.5% | +23.2% |
| 5Y | +46.1% | -6.3% | +52.5% | +28.3% |
| 10Y | +221.4% | +1.5% | +219.9% | +122.2% |
| All | +1,120.4% | +214.1% | +906.3% | +313.9% |
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 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