+241.0%
RSP vs RACE
+647.6%
-406.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | -0.8% | -2.5% | +1.8% | +0.1% |
| 30D | -0.3% | +0.8% | -1.1% | -0.7% |
| 3M | +4.3% | +17.2% | -12.9% | -1.5% |
| 6M | +8.8% | +13.6% | -4.8% | +3.4% |
| YTD | +15.3% | +12.2% | +3.0% | +9.4% |
| 1Y | +18.3% | -16.3% | +34.5% | +23.3% |
| 3Y | +52.8% | +36.4% | +16.4% | +29.0% |
| 5Y | +51.7% | +95.0% | -43.3% | +9.8% |
| 10Y | +208.5% | +813.2% | -604.8% | +41.6% |
| All | +241.0% | +647.6% | -406.6% | +52.1% |
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