+48.4%
RSP vs RL
+239.2%
-190.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +2.4% | +2.6% | -0.2% | +1.6% |
| 30D | +4.3% | +2.9% | +1.3% | +3.3% |
| 3M | -0.3% | 0.0% | -0.3% | -0.6% |
| 6M | +9.8% | +17.1% | -7.3% | +3.9% |
| YTD | +16.8% | +10.1% | +6.7% | +11.9% |
| 1Y | +19.5% | +17.3% | +2.2% | +12.1% |
| 3Y | +65.1% | +249.3% | -184.2% | +4.8% |
| All | +48.4% | +239.2% | -190.7% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling