+1,127.7%
RSP vs COST
+3,908.0%
-2,780.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | 0.0% |
| 7D | -0.8% | -3.1% | +2.4% | +0.8% |
| 30D | -0.3% | -2.8% | +2.5% | +0.9% |
| 3M | +4.3% | -5.7% | +9.9% | +6.9% |
| 6M | +8.8% | -8.8% | +17.6% | +12.9% |
| YTD | +15.3% | +6.7% | +8.6% | +10.5% |
| 1Y | +18.3% | -3.6% | +21.9% | +18.8% |
| 3Y | +52.8% | +75.1% | -22.3% | +11.3% |
| 5Y | +51.7% | +108.9% | -57.2% | -1.3% |
| 10Y | +208.5% | +586.2% | -377.7% | +5.6% |
| All | +1,127.7% | +3,908.0% | -2,780.3% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling