+1,143.3%
RSP vs RVTY
+1,835.3%
-691.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +0.9% |
| 7D | +0.4% | +6.0% | -5.6% | -1.9% |
| 30D | +3.7% | +4.3% | -0.6% | +1.7% |
| 3M | +0.8% | +40.2% | -39.5% | -12.1% |
| 6M | +9.1% | +59.3% | -50.2% | -10.0% |
| YTD | +16.7% | +66.5% | -49.8% | -6.6% |
| 1Y | +19.7% | +77.5% | -57.8% | -6.7% |
| 3Y | +66.7% | +92.5% | -25.8% | +21.2% |
| 5Y | +48.7% | -6.8% | +55.5% | +39.4% |
| 10Y | +215.6% | +225.4% | -9.8% | +67.9% |
| All | +1,143.3% | +1,835.3% | -691.9% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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