+213.2%
RSP vs RCL
+381.8%
-168.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +0.7% | +8.5% | -7.8% | -1.0% |
| 30D | +3.7% | +20.4% | -16.7% | -0.5% |
| 3M | +0.7% | +11.0% | -10.3% | -1.9% |
| 6M | +9.0% | +24.9% | -15.8% | +3.2% |
| YTD | +16.7% | +23.9% | -7.2% | +9.2% |
| 1Y | +19.0% | +30.8% | -11.9% | +9.8% |
| 3Y | +64.7% | +270.4% | -205.7% | +17.9% |
| 5Y | +49.6% | +296.1% | -246.5% | +0.1% |
| 10Y | +213.2% | +375.0% | -161.9% | +88.0% |
| All | +213.2% | +381.8% | -168.6% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling