+157.1%
RSP vs SPOT
+227.0%
-69.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | 0.0% |
| 7D | -0.8% | -0.9% | +0.2% | -0.6% |
| 30D | -0.3% | +12.5% | -12.8% | -2.2% |
| 3M | +4.3% | +9.9% | -5.6% | +2.5% |
| 6M | +8.8% | +1.6% | +7.3% | +7.7% |
| YTD | +15.3% | -6.6% | +21.9% | +15.1% |
| 1Y | +18.3% | -22.9% | +41.2% | +21.5% |
| 3Y | +52.8% | +244.3% | -191.5% | +19.2% |
| 5Y | +51.7% | +117.8% | -66.1% | +20.9% |
| All | +157.1% | +227.0% | -69.9% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling