+211.0%
RSP vs P
+652.0%
-441.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.5% |
| 7D | +2.4% | +11.6% | -9.3% | +0.5% |
| 30D | +4.3% | -23.7% | +28.0% | +8.1% |
| 3M | -0.3% | -8.0% | +7.6% | -0.5% |
| 6M | +9.8% | +27.9% | -18.1% | +2.4% |
| YTD | +16.8% | +61.2% | -44.3% | +3.4% |
| 1Y | +19.5% | +28.6% | -9.1% | +8.7% |
| 3Y | +65.1% | +200.5% | -135.3% | +18.6% |
| 5Y | +48.7% | +282.9% | -234.2% | -2.0% |
| All | +211.0% | +652.0% | -441.1% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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