+61.1%
RSP vs PL
+84.9%
-23.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -0.8% | -9.3% | +8.5% | -0.1% |
| 30D | -0.3% | -18.9% | +18.6% | +1.1% |
| 3M | +4.3% | -58.4% | +62.7% | +10.4% |
| 6M | +8.8% | -30.3% | +39.1% | +9.5% |
| YTD | +15.3% | -8.1% | +23.4% | +12.7% |
| 1Y | +18.3% | +180.5% | -162.2% | +3.2% |
| 3Y | +52.8% | +444.1% | -391.3% | +17.5% |
| 5Y | +51.7% | +83.0% | -31.3% | +20.2% |
| All | +61.1% | +84.9% | -23.8% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling