+228.9%
RSP vs Z
+25.1%
+203.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.7% |
| YTD | +15.3% | -49.3% | +64.6% | +26.4% |
| 1Y | +18.3% | -58.7% | +77.0% | +33.5% |
| 3Y | +52.8% | -34.1% | +86.9% | +56.0% |
| 5Y | +51.7% | -64.5% | +116.3% | +61.3% |
| 10Y | +208.5% | -0.5% | +209.0% | +149.1% |
| All | +228.9% | +25.1% | +203.8% | +151.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling