+234.8%
RSP vs XYZ
+638.9%
-404.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.4% |
| 7D | -0.8% | -1.0% | +0.2% | -0.6% |
| 30D | -0.3% | -1.7% | +1.4% | -0.2% |
| 3M | +4.3% | +16.7% | -12.5% | +1.2% |
| 6M | +8.8% | +26.9% | -18.0% | +3.7% |
| YTD | +15.3% | +27.1% | -11.9% | +9.2% |
| 1Y | +18.3% | +9.3% | +9.0% | +14.5% |
| 3Y | +52.8% | +42.3% | +10.5% | +35.4% |
| 5Y | +51.7% | -69.3% | +121.0% | +63.0% |
| 10Y | +208.5% | +586.8% | -378.3% | +96.2% |
| All | +234.8% | +638.9% | -404.1% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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