+239.0%
RSP vs RACE
+670.3%
-431.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.1% |
| 7D | -1.4% | +5.7% | -7.1% | -3.2% |
| 30D | +2.1% | +9.3% | -7.2% | -0.8% |
| 3M | -0.9% | +3.8% | -4.8% | -2.3% |
| 6M | +7.5% | +29.8% | -22.3% | -2.2% |
| YTD | +14.6% | +15.6% | -1.1% | +7.6% |
| 1Y | +17.6% | +5.1% | +12.6% | +14.1% |
| 3Y | +60.8% | +30.8% | +30.0% | +38.2% |
| 5Y | +46.1% | +67.4% | -21.3% | +11.9% |
| 10Y | +221.4% | +793.6% | -572.2% | +47.9% |
| All | +239.0% | +670.3% | -431.4% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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