-9.8%
T vs RSP
+18.5%
-28.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.5% | +2.4% | +0.2% | +2.2% |
| 30D | -3.8% | +4.3% | -8.1% | -4.1% |
| 3M | -8.7% | -0.3% | -8.4% | -9.0% |
| 6M | -8.1% | +9.8% | -17.9% | -7.7% |
| YTD | -6.4% | +16.8% | -23.3% | -6.7% |
| 1Y | -9.8% | +19.5% | -29.3% | -10.7% |
| All | -9.8% | +18.5% | -28.2% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling