+241.7%
RSP vs XYZ
+665.4%
-423.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.3% | -2.2% | +1.9% | +0.1% |
| 30D | +4.4% | +11.6% | -7.1% | +2.3% |
| 3M | +1.3% | +8.4% | -7.1% | -0.5% |
| 6M | +10.0% | +17.2% | -7.2% | +6.3% |
| YTD | +17.6% | +31.7% | -14.1% | +10.4% |
| 1Y | +19.2% | +30.1% | -10.8% | +12.0% |
| 3Y | +66.0% | +66.4% | -0.4% | +43.3% |
| 5Y | +50.4% | -62.2% | +112.6% | +55.8% |
| 10Y | +215.7% | +621.5% | -405.9% | +98.9% |
| All | +241.7% | +665.4% | -423.7% | +105.6% |
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