+621.2%
RSP vs XRT
+514.3%
+106.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.1% |
| 7D | -0.8% | +0.8% | -1.6% | -1.3% |
| 30D | -0.3% | -4.2% | +3.9% | +2.2% |
| 3M | +4.3% | +5.1% | -0.8% | +0.8% |
| 6M | +8.8% | +2.4% | +6.4% | +6.6% |
| YTD | +15.3% | +3.2% | +12.1% | +12.3% |
| 1Y | +18.3% | +1.5% | +16.8% | +16.0% |
| 3Y | +52.8% | +40.6% | +12.2% | +19.8% |
| 5Y | +51.7% | -1.0% | +52.7% | +42.7% |
| 10Y | +208.5% | +128.4% | +80.0% | +48.1% |
| All | +621.2% | +514.3% | +106.9% | +50.2% |
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