+48.4%
RSP vs Z
-54.7%
+103.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.5% |
| 7D | +1.8% | -4.9% | +6.7% | +2.6% |
| 30D | +3.5% | +3.0% | +0.5% | +2.6% |
| 3M | +0.2% | -13.4% | +13.6% | +1.9% |
| 6M | +9.1% | -27.3% | +36.5% | +13.9% |
| YTD | +16.6% | -57.8% | +74.4% | +32.6% |
| 1Y | +17.9% | -60.0% | +77.9% | +35.2% |
| 3Y | +64.6% | -21.5% | +86.1% | +61.0% |
| 5Y | +48.4% | -55.0% | +103.4% | +48.2% |
| All | +48.4% | -54.7% | +103.2% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling