+733.2%
RSP vs MKTX
+1,446.2%
-713.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -0.3% | +1.1% | -1.4% | -0.6% |
| 3M | +4.3% | +36.1% | -31.8% | -3.5% |
| 6M | +8.8% | -12.9% | +21.7% | +10.7% |
| YTD | +15.3% | -8.5% | +23.8% | +15.8% |
| 1Y | +18.3% | -7.5% | +25.8% | +18.3% |
| 3Y | +52.8% | -28.3% | +81.1% | +57.4% |
| 5Y | +51.7% | -63.3% | +115.0% | +78.0% |
| 10Y | +208.5% | +4.5% | +204.0% | +171.2% |
| All | +733.2% | +1,446.2% | -713.0% | +225.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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