+204.4%
RSP vs Z
-7.0%
+211.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.4% | 0.0% |
| 7D | -0.4% | -3.3% | +2.9% | +0.1% |
| 30D | -1.5% | -3.7% | +2.2% | -1.1% |
| 3M | +4.8% | -7.0% | +11.8% | +5.4% |
| 6M | +10.3% | -29.5% | +39.8% | +15.5% |
| YTD | +14.1% | -52.6% | +66.6% | +26.5% |
| 1Y | +17.0% | -64.0% | +81.0% | +35.1% |
| 3Y | +54.2% | -36.4% | +90.6% | +58.2% |
| 5Y | +51.5% | -65.8% | +117.3% | +61.9% |
| 10Y | +204.4% | -5.8% | +210.2% | +147.8% |
| All | +204.4% | -7.0% | +211.4% | +147.8% |
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