+118.8%
RSP vs U
-34.9%
+153.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +14.9% | -17.8% | -4.3% |
| 7D | -1.4% | +24.3% | -25.7% | -3.6% |
| 30D | +2.1% | +8.6% | -6.4% | +1.1% |
| 3M | -0.9% | +37.6% | -38.5% | -4.3% |
| 6M | +7.5% | +78.5% | -71.0% | +1.0% |
| YTD | +14.6% | +10.5% | +4.1% | +11.2% |
| 1Y | +17.6% | +15.2% | +2.4% | +13.4% |
| 3Y | +60.8% | +76.6% | -15.8% | +42.2% |
| 5Y | +46.1% | -67.9% | +114.0% | +36.3% |
| All | +118.8% | -34.9% | +153.7% | +96.1% |
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