+209.8%
RSP vs RUN
+43.6%
+166.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.5% |
| 7D | -1.8% | -1.8% | 0.0% | -1.7% |
| 30D | -2.5% | -10.8% | +8.3% | -1.5% |
| 3M | +3.0% | -30.2% | +33.2% | +6.1% |
| 6M | +8.9% | -22.3% | +31.2% | +10.4% |
| YTD | +13.0% | -52.2% | +65.1% | +18.5% |
| 1Y | +16.2% | -45.1% | +61.3% | +19.3% |
| 3Y | +52.7% | -37.1% | +89.8% | +36.1% |
| 5Y | +50.5% | -80.3% | +130.7% | +45.2% |
| 10Y | +209.8% | +45.2% | +164.6% | +99.4% |
| All | +209.8% | +43.6% | +166.3% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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