+614.1%
RSP vs XRT
+529.0%
+85.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.7% |
| 7D | -1.0% | +0.9% | -1.9% | -1.7% |
| 30D | +2.6% | +7.9% | -5.4% | -2.3% |
| 3M | -0.8% | -0.2% | -0.6% | -1.0% |
| 6M | +6.3% | +5.6% | +0.7% | +2.0% |
| YTD | +14.1% | +5.7% | +8.5% | +9.3% |
| 1Y | +18.0% | +14.6% | +3.4% | +7.3% |
| 3Y | +61.0% | +50.7% | +10.4% | +20.7% |
| 5Y | +45.6% | -4.8% | +50.4% | +40.8% |
| 10Y | +220.2% | +152.6% | +67.5% | +43.0% |
| All | +614.1% | +529.0% | +85.1% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling