+215.7%
RSP vs Z
-14.8%
+230.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | -0.3% | -13.1% | +12.8% | +1.8% |
| 30D | +4.4% | +5.9% | -1.4% | +3.2% |
| 3M | +1.3% | -13.7% | +14.9% | +2.9% |
| 6M | +10.0% | -27.1% | +37.1% | +14.3% |
| YTD | +17.6% | -56.8% | +74.4% | +31.7% |
| 1Y | +19.2% | -60.2% | +79.4% | +35.1% |
| 3Y | +66.0% | -19.7% | +85.7% | +63.6% |
| 5Y | +50.4% | -53.7% | +104.1% | +54.8% |
| 10Y | +215.7% | -16.9% | +232.5% | +161.2% |
| All | +215.7% | -14.8% | +230.4% | +161.2% |
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