+210.3%
RSP vs RL
+342.1%
-131.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.6% |
| 7D | +1.8% | +2.4% | -0.6% | +1.0% |
| 30D | +3.5% | +4.6% | -1.1% | +2.0% |
| 3M | +0.2% | -1.1% | +1.3% | +0.3% |
| 6M | +9.1% | +16.5% | -7.4% | +3.3% |
| YTD | +16.6% | +11.4% | +5.2% | +11.2% |
| 1Y | +17.9% | +16.1% | +1.8% | +10.9% |
| 3Y | +64.6% | +252.6% | -188.0% | +6.2% |
| 5Y | +48.4% | +244.9% | -196.5% | -6.4% |
| All | +210.3% | +342.1% | -131.8% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling