+61.0%
RSP vs RL
+240.1%
-179.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -1.0% | -4.2% | +3.1% | -0.1% |
| 30D | +2.6% | +4.3% | -1.7% | +1.6% |
| 3M | -0.8% | -4.6% | +3.8% | +0.1% |
| 6M | +6.3% | +1.7% | +4.6% | +5.2% |
| YTD | +14.1% | +7.3% | +6.8% | +11.1% |
| 1Y | +18.0% | +20.8% | -2.8% | +11.4% |
| 3Y | +61.0% | +247.0% | -185.9% | +18.8% |
| All | +61.0% | +240.1% | -179.0% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling