+19.5%
RSP vs COST
+21.4%
-1.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +2.4% | +5.0% | -2.6% | +2.0% |
| 30D | +4.3% | +12.8% | -8.5% | +3.3% |
| 3M | -0.3% | +15.2% | -15.5% | -1.5% |
| 6M | +9.8% | +7.4% | +2.4% | +8.8% |
| YTD | +16.8% | +29.0% | -12.2% | +12.3% |
| 1Y | +19.5% | +20.3% | -0.8% | +16.3% |
| All | +19.5% | +21.4% | -1.9% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling