+54.7%
RSP vs PL
+454.1%
-399.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -0.8% | -9.3% | +8.5% | -0.2% |
| 30D | -0.3% | -18.9% | +18.6% | +0.8% |
| 3M | +4.3% | -58.4% | +62.7% | +9.2% |
| 6M | +8.8% | -30.3% | +39.1% | +9.3% |
| YTD | +15.3% | -8.1% | +23.4% | +13.1% |
| 1Y | +18.3% | +180.5% | -162.2% | +5.4% |
| All | +54.7% | +454.1% | -399.4% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling