+1,127.7%
RSP vs RF
+140.2%
+987.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.8% | +1.3% | -2.1% | -1.1% |
| 30D | -0.3% | -3.6% | +3.3% | +0.6% |
| 3M | +4.3% | +8.1% | -3.8% | +2.1% |
| 6M | +8.8% | +11.5% | -2.6% | +5.6% |
| YTD | +15.3% | +15.6% | -0.3% | +10.6% |
| 1Y | +18.3% | +15.7% | +2.6% | +13.3% |
| 3Y | +52.8% | +86.9% | -34.1% | +27.7% |
| 5Y | +51.7% | +89.8% | -38.1% | +24.5% |
| 10Y | +208.5% | +344.7% | -136.2% | +97.4% |
| All | +1,127.7% | +140.2% | +987.6% | +568.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling