+19.5%
RSP vs RUN
-55.1%
+74.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +2.4% | -13.5% | +15.9% | +3.1% |
| 30D | +4.3% | +18.3% | -14.0% | +2.9% |
| 3M | -0.3% | -12.5% | +12.1% | +0.1% |
| 6M | +9.8% | -40.3% | +50.1% | +12.3% |
| YTD | +16.8% | -53.1% | +69.9% | +18.5% |
| 1Y | +19.5% | -54.3% | +73.8% | +21.5% |
| All | +19.5% | -55.1% | +74.6% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling