+61.0%
RSP vs S
+34.5%
+26.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -1.0% | -13.4% | +12.4% | +0.4% |
| 30D | +2.6% | -14.0% | +16.6% | +4.1% |
| 3M | -0.8% | +4.9% | -5.7% | -2.0% |
| 6M | +6.3% | +42.0% | -35.7% | +0.8% |
| YTD | +14.1% | +45.1% | -31.0% | +7.3% |
| 1Y | +18.0% | +33.1% | -15.1% | +12.0% |
| 3Y | +61.0% | +40.6% | +20.4% | +45.9% |
| All | +61.0% | +34.5% | +26.6% | +45.9% |
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