+51.5%
RSP vs COST
+109.2%
-57.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -0.4% | -3.2% | +2.8% | +0.7% |
| 30D | -1.5% | -4.0% | +2.4% | -0.2% |
| 3M | +4.8% | -6.5% | +11.3% | +7.0% |
| 6M | +10.3% | -8.5% | +18.8% | +13.2% |
| YTD | +14.1% | +6.0% | +8.1% | +10.5% |
| 1Y | +17.0% | -5.8% | +22.8% | +18.4% |
| 3Y | +54.2% | +71.8% | -17.6% | +18.9% |
| 5Y | +51.5% | +106.2% | -54.7% | +8.5% |
| All | +51.5% | +109.2% | -57.7% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling