+234.9%
RSP vs RUN
-30.6%
+265.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.4% |
| 7D | -0.3% | +3.2% | -3.5% | -0.8% |
| 30D | +4.4% | +19.5% | -15.1% | +2.4% |
| 3M | +1.3% | -9.6% | +10.8% | +1.7% |
| 6M | +10.0% | -37.3% | +47.3% | +13.5% |
| YTD | +17.6% | -50.7% | +68.3% | +22.2% |
| 1Y | +19.2% | -54.1% | +73.3% | +24.4% |
| 3Y | +66.0% | -3.9% | +70.0% | +43.2% |
| 5Y | +50.4% | -84.4% | +134.8% | +49.3% |
| 10Y | +215.7% | +77.5% | +138.2% | +127.1% |
| All | +234.9% | -30.6% | +265.4% | +146.2% |
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