+53.0%
RSP vs Z
-64.8%
+117.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -0.8% | -3.0% | +2.2% | -0.3% |
| 30D | -0.3% | -4.2% | +3.9% | +0.1% |
| 3M | +4.3% | -3.7% | +8.0% | +4.4% |
| 6M | +8.8% | -24.5% | +33.3% | +12.8% |
| YTD | +15.3% | -49.3% | +64.6% | +26.6% |
| 1Y | +18.3% | -58.7% | +77.0% | +33.8% |
| 3Y | +52.8% | -34.1% | +86.9% | +56.2% |
| All | +53.0% | -64.8% | +117.8% | +48.3% |
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