+1,115.8%
RSP vs UL
+518.6%
+597.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.8% |
| 7D | -1.0% | +1.1% | -2.2% | -1.6% |
| 30D | +2.6% | +8.2% | -5.6% | -1.2% |
| 3M | -0.8% | +4.5% | -5.3% | -3.1% |
| 6M | +6.3% | +12.6% | -6.3% | -0.2% |
| YTD | +14.1% | +3.5% | +10.6% | +10.8% |
| 1Y | +18.0% | -0.4% | +18.4% | +16.4% |
| 3Y | +61.0% | +36.0% | +25.0% | +34.5% |
| 5Y | +45.6% | +30.9% | +14.7% | +21.0% |
| 10Y | +220.2% | +97.5% | +122.6% | +106.5% |
| All | +1,115.8% | +518.6% | +597.1% | +353.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling