+1,127.7%
RSP vs O
+1,028.0%
+99.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -0.8% | -0.7% | 0.0% | -0.5% |
| 30D | -0.3% | -1.9% | +1.6% | +0.5% |
| 3M | +4.3% | +3.8% | +0.4% | +2.4% |
| 6M | +8.8% | -4.7% | +13.6% | +10.7% |
| YTD | +15.3% | +12.5% | +2.8% | +9.2% |
| 1Y | +18.3% | +10.8% | +7.4% | +12.6% |
| 3Y | +52.8% | +28.8% | +24.0% | +35.0% |
| 5Y | +51.7% | +13.2% | +38.5% | +40.9% |
| 10Y | +208.5% | +53.5% | +155.0% | +138.2% |
| All | +1,127.7% | +1,028.0% | +99.7% | +274.3% |
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