+45.4%
RSP vs RF
+42.5%
+2.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -1.0% | -0.9% | -0.1% | -0.7% |
| 30D | +2.6% | +6.0% | -3.4% | +0.4% |
| 3M | -0.8% | -8.9% | +8.1% | +2.5% |
| 6M | +6.3% | +2.3% | +3.9% | +5.0% |
| YTD | +14.1% | +7.6% | +6.6% | +10.3% |
| 1Y | +18.0% | +21.2% | -3.1% | +9.0% |
| 3Y | +61.0% | +108.5% | -47.5% | +19.0% |
| All | +45.4% | +42.5% | +2.9% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 5y: compounded portfolio wealth divided by compounded RF 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…
5y analysis · Full analysis span regression · 6 months rolling