+302.2%
RSP vs USFR
+28.6%
+273.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | +0.7% | +0.1% | +0.7% | +0.7% |
| 30D | +3.7% | +0.4% | +3.3% | +3.5% |
| 3M | +0.7% | +1.1% | -0.4% | +0.2% |
| 6M | +9.0% | +2.1% | +7.0% | +8.1% |
| YTD | +16.7% | +3.4% | +13.2% | +15.1% |
| 1Y | +19.0% | +4.1% | +14.9% | +17.0% |
| 3Y | +64.7% | +14.4% | +50.3% | +55.8% |
| 5Y | +49.6% | +21.4% | +28.2% | +37.9% |
| 10Y | +213.2% | +28.5% | +184.6% | +182.7% |
| All | +302.2% | +28.6% | +273.6% | +260.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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