+1,127.7%
RSP vs RCL
+1,798.2%
-670.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -0.8% | -5.1% | +4.3% | +0.6% |
| 30D | -0.3% | -19.0% | +18.7% | +5.2% |
| 3M | +4.3% | -9.6% | +13.9% | +6.5% |
| 6M | +8.8% | -6.7% | +15.5% | +9.5% |
| YTD | +15.3% | -3.9% | +19.2% | +13.9% |
| 1Y | +18.3% | -25.1% | +43.4% | +24.1% |
| 3Y | +52.8% | +179.1% | -126.3% | +9.5% |
| 5Y | +51.7% | +243.3% | -191.6% | -4.0% |
| 10Y | +208.5% | +325.8% | -117.3% | +50.4% |
| All | +1,127.7% | +1,798.2% | -670.4% | +170.9% |
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 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