+209.8%
RSP vs COST
+600.2%
-390.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.6% |
| 7D | -1.8% | -2.8% | +1.0% | -0.7% |
| 30D | -2.5% | -5.3% | +2.7% | -0.4% |
| 3M | +3.0% | -6.7% | +9.7% | +5.7% |
| 6M | +8.9% | -9.9% | +18.8% | +13.0% |
| YTD | +13.0% | +5.1% | +7.8% | +9.4% |
| 1Y | +16.2% | -7.3% | +23.5% | +18.6% |
| 3Y | +52.7% | +70.4% | -17.7% | +15.6% |
| 5Y | +50.5% | +104.4% | -53.9% | +2.5% |
| 10Y | +209.8% | +609.0% | -399.2% | +31.2% |
| All | +209.8% | +600.2% | -390.4% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 10y: compounded portfolio wealth divided by compounded COST 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…
10y analysis · Full analysis span regression · 6 months rolling