+1,115.8%
RSP vs O
+997.9%
+117.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -1.0% | +3.7% | -4.7% | -2.5% |
| 30D | +2.6% | +11.2% | -8.6% | -1.9% |
| 3M | -0.8% | -4.0% | +3.2% | +0.8% |
| 6M | +6.3% | -5.2% | +11.5% | +8.3% |
| YTD | +14.1% | +9.5% | +4.7% | +9.3% |
| 1Y | +18.0% | +10.6% | +7.4% | +12.4% |
| 3Y | +61.0% | +38.1% | +22.9% | +38.2% |
| 5Y | +45.6% | +10.2% | +35.4% | +36.8% |
| 10Y | +220.2% | +71.4% | +148.8% | +136.3% |
| All | +1,115.8% | +997.9% | +117.8% | +274.6% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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