+1,127.7%
RSP vs SLB
+337.4%
+790.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.8% | +0.8% | -1.6% | -1.2% |
| 30D | -0.3% | +15.8% | -16.2% | -5.4% |
| 3M | +4.3% | -0.3% | +4.6% | +3.5% |
| 6M | +8.8% | +21.3% | -12.5% | +0.4% |
| YTD | +15.3% | +52.3% | -37.0% | -2.1% |
| 1Y | +18.3% | +63.6% | -45.3% | -2.4% |
| 3Y | +52.8% | +3.8% | +49.0% | +43.5% |
| 5Y | +51.7% | +128.6% | -76.9% | 0.0% |
| 10Y | +208.5% | -3.1% | +211.5% | +148.8% |
| All | +1,127.7% | +337.4% | +790.3% | +454.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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