+204.4%
RSP vs XRT
+123.1%
+81.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | +0.1% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -1.5% | -5.6% | +4.1% | +1.4% |
| 3M | +4.8% | +2.5% | +2.2% | +3.2% |
| 6M | +10.3% | +3.7% | +6.6% | +7.8% |
| YTD | +14.1% | +1.0% | +13.1% | +12.9% |
| 1Y | +17.0% | -1.2% | +18.2% | +16.9% |
| 3Y | +54.2% | +43.4% | +10.8% | +25.1% |
| 5Y | +51.5% | -0.7% | +52.2% | +44.6% |
| 10Y | +204.4% | +123.7% | +80.7% | +56.6% |
| All | +204.4% | +123.1% | +81.3% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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