+209.8%
RSP vs UL
+65.2%
+144.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | -1.8% | -3.2% | +1.4% | -0.7% |
| 30D | -2.5% | -0.6% | -1.9% | -2.4% |
| 3M | +3.0% | +9.4% | -6.4% | -0.5% |
| 6M | +8.9% | -4.1% | +13.0% | +10.0% |
| YTD | +13.0% | -2.0% | +14.9% | +12.9% |
| 1Y | +16.2% | -9.0% | +25.2% | +19.1% |
| 3Y | +52.7% | +21.8% | +30.9% | +38.3% |
| 5Y | +50.5% | +20.6% | +29.9% | +34.6% |
| 10Y | +209.8% | +67.7% | +142.1% | +162.7% |
| All | +209.8% | +65.2% | +144.6% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling