+215.7%
RSP vs COST
+776.8%
-561.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | 0.0% |
| 7D | -0.3% | +3.9% | -4.2% | -1.9% |
| 30D | +4.4% | +13.5% | -9.1% | -0.9% |
| 3M | +1.3% | +15.3% | -14.1% | -4.7% |
| 6M | +10.0% | +9.2% | +0.8% | +5.5% |
| YTD | +17.6% | +26.9% | -9.2% | +5.4% |
| 1Y | +19.2% | +19.7% | -0.5% | +9.4% |
| 3Y | +66.0% | +96.0% | -30.0% | +18.9% |
| 5Y | +50.4% | +124.0% | -73.6% | -0.7% |
| 10Y | +215.7% | +760.6% | -544.9% | +25.7% |
| All | +215.7% | +776.8% | -561.1% | +25.7% |
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