+244.1%
RSP vs P
+449.6%
-205.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -16.4% | +13.5% | -0.4% |
| 7D | -1.4% | -31.9% | +30.5% | +4.1% |
| 30D | +2.1% | -36.5% | +38.7% | +8.7% |
| 3M | -0.9% | +11.6% | -12.5% | -4.3% |
| 6M | +7.5% | +25.2% | -17.7% | +0.7% |
| YTD | +14.6% | +39.4% | -24.9% | +4.5% |
| 1Y | +17.6% | -3.7% | +21.3% | +12.8% |
| 3Y | +60.8% | +167.3% | -106.5% | +20.8% |
| 5Y | +46.1% | +237.3% | -191.2% | +2.1% |
| 10Y | +221.4% | +698.6% | -477.3% | +86.1% |
| All | +244.1% | +449.6% | -205.5% | +99.2% |
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