+215.6%
RSP vs Z
-11.7%
+227.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.8% | -1.5% | +1.7% |
| 7D | +0.4% | -5.2% | +5.6% | +1.1% |
| 30D | +3.7% | +5.7% | -2.0% | +2.5% |
| 3M | +0.8% | -8.7% | +9.5% | +1.6% |
| 6M | +9.1% | -26.0% | +35.1% | +13.1% |
| YTD | +16.7% | -55.0% | +71.8% | +29.9% |
| 1Y | +19.7% | -58.0% | +77.7% | +34.5% |
| 3Y | +66.7% | -15.2% | +81.9% | +62.9% |
| 5Y | +48.7% | -53.8% | +102.5% | +53.1% |
| 10Y | +215.6% | -14.5% | +230.1% | +161.1% |
| All | +215.6% | -11.7% | +227.2% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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