+17.4%
RSP vs RUN
-45.5%
+62.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.2% |
| 7D | -0.4% | +10.2% | -10.6% | -1.0% |
| 30D | -1.5% | -9.6% | +8.1% | -1.0% |
| 3M | +4.8% | -31.5% | +36.3% | +6.6% |
| 6M | +10.3% | -18.7% | +29.0% | +11.0% |
| YTD | +14.1% | -49.9% | +64.0% | +16.1% |
| All | +17.4% | -45.5% | +62.9% | +19.8% |
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