+1,142.9%
RSP vs NEM
+562.7%
+580.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.1% | +0.6% |
| 7D | +0.7% | +11.6% | -10.9% | -0.9% |
| 30D | +3.7% | +1.8% | +1.9% | +3.3% |
| 3M | +0.7% | +2.5% | -1.8% | 0.0% |
| 6M | +9.0% | +3.4% | +5.6% | +7.7% |
| YTD | +16.7% | +20.9% | -4.2% | +11.8% |
| 1Y | +19.0% | +37.2% | -18.2% | +11.6% |
| 3Y | +64.7% | +271.6% | -206.9% | +30.0% |
| 5Y | +49.6% | +136.6% | -87.1% | +24.3% |
| 10Y | +213.2% | +342.6% | -129.5% | +128.5% |
| All | +1,142.9% | +562.7% | +580.2% | +682.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling