+204.4%
RSP vs ON
+552.1%
-347.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -0.1% |
| 7D | -0.4% | -2.2% | +1.8% | +0.1% |
| 30D | -1.5% | -12.4% | +10.9% | +1.2% |
| 3M | +4.8% | -41.2% | +46.0% | +15.3% |
| 6M | +10.3% | +25.0% | -14.7% | +0.5% |
| YTD | +14.1% | +31.3% | -17.2% | +2.3% |
| 1Y | +17.0% | +45.4% | -28.4% | +1.6% |
| 3Y | +54.2% | -27.4% | +81.6% | +48.5% |
| 5Y | +51.5% | +58.5% | -7.0% | +11.7% |
| 10Y | +204.4% | +561.8% | -357.4% | +43.3% |
| All | +204.4% | +552.1% | -347.7% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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