+204.4%
RSP vs RL
+304.3%
-99.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -0.4% | +1.9% | -2.3% | -1.0% |
| 30D | -1.5% | -12.2% | +10.7% | +2.2% |
| 3M | +4.8% | -6.6% | +11.4% | +6.5% |
| 6M | +10.3% | +3.2% | +7.1% | +8.0% |
| YTD | +14.1% | -1.3% | +15.4% | +12.9% |
| 1Y | +17.0% | +13.6% | +3.4% | +10.7% |
| 3Y | +54.2% | +210.9% | -156.7% | +3.4% |
| 5Y | +51.5% | +246.9% | -195.4% | -5.0% |
| 10Y | +204.4% | +310.1% | -105.7% | +72.0% |
| All | +204.4% | +304.3% | -99.9% | +72.0% |
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