+16.2%
RSP vs NEM
+70.3%
-54.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.1% |
| 7D | -1.8% | +3.1% | -4.9% | -2.1% |
| 30D | -2.5% | +10.0% | -12.5% | -3.4% |
| 3M | +3.0% | +30.9% | -27.9% | +0.5% |
| 6M | +8.9% | +10.5% | -1.6% | +7.4% |
| YTD | +13.0% | +29.7% | -16.8% | +10.0% |
| 1Y | +16.2% | +71.1% | -54.9% | +9.7% |
| All | +16.2% | +70.3% | -54.1% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling