+1,115.8%
RSP vs RCL
+2,255.7%
-1,139.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | -1.0% | +6.5% | -7.5% | -2.7% |
| 30D | +2.6% | +15.9% | -13.3% | -1.4% |
| 3M | -0.8% | +2.7% | -3.5% | -1.9% |
| 6M | +6.3% | +15.2% | -9.0% | +1.4% |
| YTD | +14.1% | +19.2% | -5.1% | +6.2% |
| 1Y | +18.0% | +31.6% | -13.6% | +6.7% |
| 3Y | +61.0% | +274.2% | -213.2% | +6.7% |
| 5Y | +45.6% | +250.1% | -204.5% | -8.2% |
| 10Y | +220.2% | +388.4% | -168.3% | +51.1% |
| All | +1,115.8% | +2,255.7% | -1,139.9% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling