+297.2%
RSP vs USFR
+27.5%
+269.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.8% | +0.1% | -0.8% | -0.8% |
| 30D | -0.3% | +0.3% | -0.6% | -0.5% |
| 3M | +4.3% | +1.0% | +3.3% | +3.8% |
| 6M | +8.8% | +1.9% | +6.9% | +8.0% |
| YTD | +15.3% | +2.6% | +12.6% | +14.0% |
| 1Y | +18.3% | +4.0% | +14.3% | +16.3% |
| 3Y | +52.8% | +14.1% | +38.7% | +44.7% |
| 5Y | +51.7% | +20.4% | +31.3% | +40.4% |
| 10Y | +208.5% | +28.0% | +180.5% | +179.0% |
| All | +297.2% | +27.5% | +269.7% | +256.8% |
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