+120.1%
RSP vs U
-44.5%
+164.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -0.8% | -3.8% | +3.0% | -0.4% |
| 30D | -0.3% | +17.5% | -17.8% | -2.0% |
| 3M | +4.3% | +38.7% | -34.5% | +0.8% |
| 6M | +8.8% | +104.4% | -95.6% | +0.9% |
| YTD | +15.3% | -5.7% | +20.9% | +13.9% |
| 1Y | +18.3% | +3.7% | +14.6% | +15.0% |
| 3Y | +52.8% | +12.3% | +40.5% | +41.5% |
| 5Y | +51.7% | -68.8% | +120.5% | +43.5% |
| All | +120.1% | -44.5% | +164.6% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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