+205.8%
RSP vs NYT
+489.9%
-284.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -1.9% | -0.6% | -1.3% | -1.7% |
| 30D | -2.8% | +4.6% | -7.4% | -3.9% |
| 3M | +2.8% | -9.6% | +12.4% | +4.8% |
| 6M | +10.2% | -14.0% | +24.2% | +13.4% |
| YTD | +13.1% | -2.8% | +15.9% | +12.5% |
| 1Y | +14.8% | +15.6% | -0.8% | +8.9% |
| 3Y | +52.6% | +56.3% | -3.7% | +31.5% |
| 5Y | +51.6% | +39.5% | +12.1% | +30.8% |
| All | +205.8% | +489.9% | -284.1% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling