+66.3%
RSP vs S
+51.7%
+14.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | -0.3% | +1.2% | -1.5% | -0.5% |
| 30D | +4.4% | -7.3% | +11.8% | +5.1% |
| 3M | +1.3% | +5.9% | -4.6% | 0.0% |
| 6M | +10.0% | +45.6% | -35.6% | +4.2% |
| YTD | +17.6% | +58.5% | -40.9% | +9.5% |
| 1Y | +19.2% | +37.6% | -18.4% | +12.9% |
| All | +66.3% | +51.7% | +14.6% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling