+51.5%
RSP vs NI
+100.2%
-48.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.3% | -1.5% |
| 7D | -0.4% | +2.3% | -2.7% | -1.3% |
| 30D | -1.5% | -1.7% | +0.1% | -0.9% |
| 3M | +4.8% | -8.0% | +12.8% | +7.9% |
| 6M | +10.3% | -8.6% | +18.9% | +13.6% |
| YTD | +14.1% | +2.3% | +11.7% | +12.1% |
| 1Y | +17.0% | +6.9% | +10.1% | +12.7% |
| 3Y | +54.2% | +70.6% | -16.4% | +20.5% |
| 5Y | +51.5% | +96.4% | -44.9% | +10.9% |
| All | +51.5% | +100.2% | -48.7% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 5y: compounded portfolio wealth divided by compounded NI 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…
5y analysis · Full analysis span regression · 6 months rolling