+118.0%
RSP vs U
-31.3%
+149.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.9% |
| 7D | -1.0% | +36.6% | -37.6% | -4.0% |
| 30D | +2.6% | +13.3% | -10.7% | +1.1% |
| 3M | -0.8% | +26.2% | -27.0% | -3.3% |
| 6M | +6.3% | +88.7% | -82.5% | -0.7% |
| YTD | +14.1% | +16.6% | -2.4% | +10.2% |
| 1Y | +18.0% | +29.0% | -10.9% | +12.5% |
| 3Y | +61.0% | +99.5% | -38.5% | +40.8% |
| 5Y | +45.6% | -66.1% | +111.7% | +35.1% |
| All | +118.0% | -31.3% | +149.3% | +94.4% |
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