+62.9%
RSP vs PL
+41.8%
+21.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.6% |
| 7D | +1.8% | +22.3% | -20.5% | +0.2% |
| 30D | +3.5% | -8.3% | +11.8% | +3.9% |
| 3M | +0.2% | -43.3% | +43.5% | +4.0% |
| 6M | +9.1% | -65.8% | +75.0% | +16.5% |
| YTD | +16.6% | -29.5% | +46.1% | +15.9% |
| 1Y | +17.9% | +11.7% | +6.2% | +12.0% |
| 3Y | +64.6% | +540.6% | -475.9% | +23.2% |
| 5Y | +48.4% | +32.9% | +15.5% | +20.5% |
| All | +62.9% | +41.8% | +21.1% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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