+211.0%
RSP vs ON
+533.9%
-322.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +1.0% |
| 7D | +2.4% | +12.2% | -9.9% | -0.2% |
| 30D | +4.3% | -3.1% | +7.4% | +4.5% |
| 3M | -0.3% | -12.9% | +12.5% | +1.7% |
| 6M | +9.8% | -38.6% | +48.4% | +18.0% |
| YTD | +16.8% | +31.2% | -14.4% | +3.8% |
| 1Y | +19.5% | +47.6% | -28.1% | +3.0% |
| 3Y | +65.1% | +6.6% | +58.5% | +44.4% |
| 5Y | +48.7% | +21.3% | +27.4% | +17.5% |
| All | +211.0% | +533.9% | -322.9% | +52.1% |
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