+215.6%
RSP vs XRT
+163.3%
+52.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +0.4% |
| 7D | +0.4% | +2.5% | -2.0% | -0.9% |
| 30D | +3.7% | +10.3% | -6.6% | -1.5% |
| 3M | +0.8% | +2.4% | -1.6% | -0.7% |
| 6M | +9.1% | +10.0% | -0.9% | +3.3% |
| YTD | +16.7% | +9.5% | +7.2% | +10.6% |
| 1Y | +19.7% | +17.2% | +2.5% | +9.5% |
| 3Y | +66.7% | +62.0% | +4.7% | +27.0% |
| 5Y | +48.7% | -2.1% | +50.8% | +43.3% |
| 10Y | +215.6% | +152.6% | +63.0% | +53.5% |
| All | +215.6% | +163.3% | +52.2% | +53.5% |
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