+17.0%
RSP vs ON
+43.3%
-26.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -0.7% |
| 7D | -0.4% | -2.2% | +1.8% | -0.2% |
| 30D | -1.5% | -12.4% | +10.9% | -0.5% |
| 3M | +4.8% | -41.2% | +46.0% | +8.9% |
| 6M | +10.3% | +25.0% | -14.7% | +2.6% |
| YTD | +14.1% | +31.3% | -17.2% | +5.2% |
| 1Y | +17.0% | +45.4% | -28.4% | +6.0% |
| All | +17.0% | +43.3% | -26.3% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling