+215.6%
RSP vs RL
+397.7%
-182.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.6% | +0.6% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +3.7% | +7.3% | -3.6% | +1.5% |
| 3M | +0.8% | +1.0% | -0.3% | +0.2% |
| 6M | +9.1% | +11.8% | -2.7% | +4.5% |
| YTD | +16.7% | +13.6% | +3.1% | +10.6% |
| 1Y | +19.7% | +24.0% | -4.4% | +10.3% |
| 3Y | +66.7% | +256.6% | -189.9% | +7.3% |
| 5Y | +48.7% | +240.2% | -191.5% | -5.8% |
| 10Y | +215.6% | +373.0% | -157.4% | +71.1% |
| All | +215.6% | +397.7% | -182.1% | +71.1% |
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