+211.0%
RSP vs RCL
+340.1%
-129.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.4% | -1.2% | +3.6% | +2.6% |
| 30D | +4.3% | +17.8% | -13.6% | +0.6% |
| 3M | -0.3% | +4.9% | -5.3% | -1.7% |
| 6M | +9.8% | +23.7% | -13.9% | +4.1% |
| YTD | +16.8% | +17.8% | -1.0% | +10.5% |
| 1Y | +19.5% | +28.9% | -9.4% | +10.6% |
| 3Y | +65.1% | +241.9% | -176.7% | +20.3% |
| 5Y | +48.7% | +295.4% | -246.7% | -0.5% |
| All | +211.0% | +340.1% | -129.2% | +90.4% |
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