+55.8%
RSP vs COST
+73.5%
-17.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | -0.8% | -3.1% | +2.4% | -0.1% |
| 30D | -0.3% | -2.8% | +2.5% | +0.3% |
| 3M | +4.3% | -5.7% | +9.9% | +5.5% |
| 6M | +8.8% | -8.8% | +17.6% | +10.8% |
| YTD | +15.3% | +6.7% | +8.6% | +12.3% |
| 1Y | +18.3% | -3.6% | +21.9% | +18.4% |
| All | +55.8% | +73.5% | -17.7% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling