+213.4%
RSP vs RCL
+382.5%
-169.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | -1.0% | +6.5% | -7.5% | -2.4% |
| 30D | +2.6% | +15.9% | -13.3% | -0.7% |
| 3M | -0.8% | +2.7% | -3.5% | -1.7% |
| 6M | +6.3% | +15.2% | -9.0% | +2.3% |
| YTD | +14.1% | +19.2% | -5.1% | +7.7% |
| 1Y | +18.0% | +31.6% | -13.6% | +8.7% |
| 3Y | +61.0% | +274.2% | -213.2% | +14.9% |
| 5Y | +45.6% | +250.1% | -204.5% | +0.1% |
| All | +213.4% | +382.5% | -169.1% | +86.9% |
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