+1,115.8%
RSP vs ON
+4,390.1%
-3,274.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -1.0% | -11.7% | +10.6% | +1.5% |
| 30D | +2.6% | -23.3% | +25.9% | +8.2% |
| 3M | -0.8% | -19.2% | +18.4% | +2.9% |
| 6M | +6.3% | -40.1% | +46.4% | +14.7% |
| YTD | +14.1% | +16.9% | -2.8% | +4.9% |
| 1Y | +18.0% | +29.7% | -11.7% | +5.6% |
| 3Y | +61.0% | -4.4% | +65.4% | +45.8% |
| 5Y | +45.6% | +7.1% | +38.5% | +21.6% |
| 10Y | +220.2% | +447.2% | -227.0% | +67.0% |
| All | +1,115.8% | +4,390.1% | -3,274.3% | +345.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling