+232.3%
RSP vs RUN
-25.4%
+257.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.5% |
| 7D | +0.4% | +18.1% | -17.6% | -1.2% |
| 30D | +3.7% | +27.5% | -23.8% | +1.2% |
| 3M | +0.8% | -4.5% | +5.3% | +0.7% |
| 6M | +9.1% | -33.3% | +42.4% | +12.1% |
| YTD | +16.7% | -47.1% | +63.8% | +20.5% |
| 1Y | +19.7% | -43.1% | +62.8% | +22.5% |
| 3Y | +66.7% | -3.0% | +69.7% | +43.9% |
| 5Y | +48.7% | -82.6% | +131.3% | +46.0% |
| 10Y | +215.6% | +103.3% | +112.2% | +125.1% |
| All | +232.3% | -25.4% | +257.7% | +142.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling