+154.4%
RSP vs SPOT
+218.6%
-64.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.7% |
| 7D | -0.4% | -2.9% | +2.5% | 0.0% |
| 30D | -1.5% | +8.3% | -9.8% | -2.8% |
| 3M | +4.8% | +5.1% | -0.3% | +3.7% |
| 6M | +10.3% | -6.5% | +16.7% | +10.6% |
| YTD | +14.1% | -9.0% | +23.0% | +14.3% |
| 1Y | +17.0% | -26.4% | +43.4% | +21.0% |
| 3Y | +54.2% | +240.0% | -185.8% | +20.4% |
| 5Y | +51.5% | +111.7% | -60.2% | +21.2% |
| All | +154.4% | +218.6% | -64.2% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPOT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling