+18.3%
RSP vs S
+10.1%
+8.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -0.8% | -7.7% | +6.9% | -0.3% |
| 30D | -0.3% | -5.3% | +5.0% | -0.1% |
| 3M | +4.3% | +20.3% | -16.0% | +2.6% |
| 6M | +8.8% | +47.4% | -38.5% | +4.7% |
| YTD | +15.3% | +32.5% | -17.3% | +11.7% |
| 1Y | +18.3% | +9.5% | +8.8% | +16.8% |
| All | +18.3% | +10.1% | +8.1% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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