+18.0%
RSP vs PL
-3.5%
+21.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.4% | -10.8% | -0.7% |
| 7D | -1.0% | -6.8% | +5.8% | -0.9% |
| 30D | +2.6% | -29.3% | +31.9% | +3.5% |
| 3M | -0.8% | -44.8% | +44.0% | +0.7% |
| 6M | +6.3% | -68.4% | +74.7% | +9.2% |
| YTD | +14.1% | -36.4% | +50.5% | +14.6% |
| 1Y | +18.0% | +0.7% | +17.3% | +16.3% |
| All | +18.0% | -3.5% | +21.5% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling