+48.4%
RSP vs P
+286.6%
-238.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.2% | -1.3% |
| 7D | +1.8% | +17.8% | -16.1% | -0.2% |
| 30D | +3.5% | -29.9% | +33.3% | +7.2% |
| 3M | +0.2% | -1.2% | +1.4% | -0.7% |
| 6M | +9.1% | +32.1% | -23.0% | +3.3% |
| YTD | +16.6% | +64.3% | -47.7% | +6.3% |
| 1Y | +17.9% | +24.3% | -6.4% | +10.6% |
| 3Y | +64.6% | +203.2% | -138.6% | +24.3% |
| 5Y | +48.4% | +290.4% | -242.0% | +2.8% |
| All | +48.4% | +286.6% | -238.2% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling