+246.2%
RSP vs P
+485.4%
-239.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | -0.8% | +6.5% | -7.3% | -1.8% |
| 30D | -0.3% | +18.8% | -19.2% | -3.5% |
| 3M | +4.3% | +26.7% | -22.5% | -0.7% |
| 6M | +8.8% | +62.2% | -53.4% | -1.3% |
| YTD | +15.3% | +48.5% | -33.2% | +5.4% |
| 1Y | +18.3% | +26.4% | -8.1% | +9.4% |
| 3Y | +52.8% | +159.4% | -106.6% | +17.0% |
| 5Y | +51.7% | +275.8% | -224.1% | +5.2% |
| 10Y | +208.5% | +732.0% | -523.6% | +79.2% |
| All | +246.2% | +485.4% | -239.1% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling