+1,127.7%
RSP vs RL
+1,917.1%
-789.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.5% |
| 30D | -0.3% | -7.8% | +7.4% | +2.3% |
| 3M | +4.3% | -4.0% | +8.3% | +5.2% |
| 6M | +8.8% | -1.9% | +10.7% | +8.0% |
| YTD | +15.3% | -0.2% | +15.4% | +13.4% |
| 1Y | +18.3% | +10.7% | +7.6% | +12.0% |
| 3Y | +52.8% | +210.8% | -158.0% | -2.8% |
| 5Y | +51.7% | +238.2% | -186.5% | -9.7% |
| 10Y | +208.5% | +313.4% | -104.9% | +53.3% |
| All | +1,127.7% | +1,917.1% | -789.4% | +204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling