+293.4%
RSP vs USFR
+28.5%
+264.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +2.6% | +0.4% | +2.2% | +2.4% |
| 3M | -0.8% | +1.1% | -1.8% | -1.2% |
| 6M | +6.3% | +2.1% | +4.2% | +5.4% |
| YTD | +14.1% | +3.4% | +10.7% | +12.6% |
| 1Y | +18.0% | +4.1% | +13.9% | +16.0% |
| 3Y | +61.0% | +14.4% | +46.6% | +52.3% |
| 5Y | +45.6% | +21.3% | +24.2% | +34.3% |
| 10Y | +220.2% | +28.5% | +191.7% | +189.1% |
| All | +293.4% | +28.5% | +264.8% | +252.2% |
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