+1,142.0%
RSP vs RCL
+2,218.5%
-1,076.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.1% | +0.2% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +3.5% | +14.4% | -10.9% | -0.2% |
| 3M | +0.2% | +5.2% | -5.0% | -1.6% |
| 6M | +9.1% | +26.1% | -17.0% | +1.7% |
| YTD | +16.6% | +17.4% | -0.8% | +8.9% |
| 1Y | +17.9% | +24.7% | -6.8% | +8.2% |
| 3Y | +64.6% | +250.9% | -186.3% | +10.9% |
| 5Y | +48.4% | +293.8% | -245.4% | -9.4% |
| 10Y | +212.9% | +342.4% | -129.4% | +52.1% |
| All | +1,142.0% | +2,218.5% | -1,076.4% | +159.1% |
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