+57.9%
RSP vs S
-56.8%
+114.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -0.8% | -7.7% | +6.9% | +0.1% |
| 30D | -0.3% | -5.3% | +5.0% | 0.0% |
| 3M | +4.3% | +20.3% | -16.0% | +1.7% |
| 6M | +8.8% | +47.4% | -38.5% | +3.3% |
| YTD | +15.3% | +32.5% | -17.3% | +10.5% |
| 1Y | +18.3% | +9.5% | +8.8% | +15.5% |
| 3Y | +52.8% | +15.5% | +37.3% | +45.0% |
| 5Y | +51.7% | -71.2% | +122.9% | +50.7% |
| All | +57.9% | -56.8% | +114.7% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling