+1,120.4%
RSP vs RF
+124.3%
+996.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.3% |
| 7D | -1.4% | -1.6% | +0.2% | -1.0% |
| 30D | +2.1% | +5.0% | -2.9% | +0.8% |
| 3M | -0.9% | -10.0% | +9.1% | +1.7% |
| 6M | +7.5% | +3.3% | +4.2% | +6.4% |
| YTD | +14.6% | +7.9% | +6.6% | +11.9% |
| 1Y | +17.6% | +21.2% | -3.6% | +11.4% |
| 3Y | +60.8% | +105.8% | -45.0% | +31.5% |
| 5Y | +46.1% | +43.7% | +2.4% | +28.8% |
| 10Y | +221.4% | +289.4% | -68.1% | +112.5% |
| All | +1,120.4% | +124.3% | +996.1% | +576.2% |
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 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