+1,144.5%
RSP vs NI
+1,426.6%
-282.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | +2.4% | +4.3% | -1.9% | +0.2% |
| 30D | +4.3% | +12.4% | -8.1% | -1.9% |
| 3M | -0.3% | +10.2% | -10.5% | -5.4% |
| 6M | +9.8% | -0.8% | +10.6% | +9.7% |
| YTD | +16.8% | +13.2% | +3.6% | +8.5% |
| 1Y | +19.5% | +10.1% | +9.4% | +12.5% |
| 3Y | +65.1% | +103.1% | -38.0% | +10.6% |
| 5Y | +48.7% | +115.5% | -66.8% | -5.4% |
| 10Y | +213.6% | +195.5% | +18.1% | +56.7% |
| All | +1,144.5% | +1,426.6% | -282.1% | +99.8% |
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