+46.1%
RSP vs PL
+11.6%
+34.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -10.1% | +7.2% | -2.2% |
| 7D | -1.4% | -20.5% | +19.1% | +0.1% |
| 30D | +2.1% | -38.8% | +40.9% | +5.7% |
| 3M | -0.9% | -49.1% | +48.2% | +3.7% |
| 6M | +7.5% | -69.4% | +76.9% | +15.7% |
| YTD | +14.6% | -42.3% | +56.9% | +15.6% |
| 1Y | +17.6% | -14.2% | +31.8% | +14.0% |
| 3Y | +60.8% | +398.7% | -337.9% | +22.9% |
| 5Y | +46.1% | +11.1% | +35.0% | +20.5% |
| All | +46.1% | +11.6% | +34.6% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling