+224.9%
RSP vs TRU
+238.0%
-13.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.5% | +1.5% |
| 7D | -0.8% | -6.8% | +6.0% | +1.5% |
| 30D | -0.3% | 0.0% | -0.4% | -0.5% |
| 3M | +4.3% | +13.3% | -9.0% | -0.8% |
| 6M | +8.8% | +3.4% | +5.4% | +6.1% |
| YTD | +15.3% | -6.4% | +21.6% | +15.3% |
| 1Y | +18.3% | -9.7% | +28.0% | +19.0% |
| 3Y | +52.8% | +0.1% | +52.7% | +40.3% |
| 5Y | +51.7% | -34.0% | +85.7% | +61.2% |
| 10Y | +208.5% | +147.9% | +60.6% | +104.1% |
| All | +224.9% | +238.0% | -13.1% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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