+1,152.9%
RSP vs NI
+1,410.0%
-257.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -0.3% | +0.6% | -0.9% | -0.6% |
| 30D | +4.4% | +11.2% | -6.8% | -1.2% |
| 3M | +1.3% | +9.2% | -7.9% | -3.4% |
| 6M | +10.0% | -1.8% | +11.8% | +10.4% |
| YTD | +17.6% | +12.0% | +5.6% | +9.8% |
| 1Y | +19.2% | +6.4% | +12.8% | +14.3% |
| 3Y | +66.0% | +99.4% | -33.3% | +12.3% |
| 5Y | +50.4% | +113.1% | -62.7% | -3.7% |
| 10Y | +215.7% | +192.3% | +23.4% | +58.7% |
| All | +1,152.9% | +1,410.0% | -257.1% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling