+67.6%
SPY vs RSP
+45.0%
+22.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | -2.7% | -1.0% | -1.7% | -1.7% |
| 30D | -5.4% | +2.6% | -8.0% | -7.7% |
| 3M | -4.1% | -0.8% | -3.3% | -3.4% |
| 6M | +0.7% | +6.3% | -5.6% | -5.2% |
| YTD | +8.7% | +14.1% | -5.5% | -4.7% |
| 1Y | +10.9% | +18.0% | -7.1% | -5.9% |
| 3Y | +75.0% | +61.0% | +14.0% | +9.0% |
| All | +67.6% | +45.0% | +22.7% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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