+213.4%
RSP vs XRT
+149.4%
+64.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.5% |
| 7D | -1.0% | +0.9% | -1.9% | -1.6% |
| 30D | +2.6% | +7.9% | -5.4% | -1.5% |
| 3M | -0.8% | -0.2% | -0.6% | -0.9% |
| 6M | +6.3% | +5.6% | +0.7% | +2.8% |
| YTD | +14.1% | +5.7% | +8.5% | +10.2% |
| 1Y | +18.0% | +14.6% | +3.4% | +9.2% |
| 3Y | +61.0% | +50.7% | +10.4% | +27.3% |
| 5Y | +45.6% | -4.8% | +50.4% | +42.3% |
| All | +213.4% | +149.4% | +64.0% | +55.0% |
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