+55.2%
RSP vs NVD
-99.2%
+154.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -0.8% |
| 7D | -0.4% | -7.7% | +7.3% | -0.8% |
| 30D | -1.5% | -5.8% | +4.3% | -1.7% |
| 3M | +4.8% | -23.2% | +28.0% | +3.8% |
| 6M | +10.3% | -49.7% | +60.0% | +7.1% |
| YTD | +14.1% | -47.7% | +61.8% | +11.3% |
| 1Y | +17.0% | -61.3% | +78.4% | +12.7% |
| 3Y | +54.2% | -99.2% | +153.4% | +24.5% |
| All | +55.2% | -99.2% | +154.4% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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