+1,127.7%
RSP vs NDAQ
+5,546.3%
-4,418.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | -0.8% | -2.4% | +1.7% | 0.0% |
| 30D | -0.3% | +2.5% | -2.8% | -1.2% |
| 3M | +4.3% | +9.9% | -5.6% | +0.7% |
| 6M | +8.8% | +9.4% | -0.6% | +4.9% |
| YTD | +15.3% | +0.4% | +14.8% | +13.9% |
| 1Y | +18.3% | +4.0% | +14.2% | +15.3% |
| 3Y | +52.8% | +94.4% | -41.6% | +20.6% |
| 5Y | +51.7% | +56.7% | -5.0% | +27.2% |
| 10Y | +208.5% | +375.3% | -166.8% | +82.5% |
| All | +1,127.7% | +5,546.3% | -4,418.5% | +364.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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