+1,143.3%
RSP vs COST
+4,573.4%
-3,430.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +1.7% |
| 7D | +0.4% | +2.5% | -2.0% | -0.8% |
| 30D | +3.7% | +12.8% | -9.0% | -2.2% |
| 3M | +0.8% | +12.7% | -11.9% | -5.1% |
| 6M | +9.1% | +6.0% | +3.1% | +5.3% |
| YTD | +16.7% | +24.4% | -7.6% | +3.8% |
| 1Y | +19.7% | +16.2% | +3.5% | +9.8% |
| 3Y | +66.7% | +96.9% | -30.2% | +14.8% |
| 5Y | +48.7% | +121.1% | -72.4% | -5.5% |
| 10Y | +215.6% | +758.4% | -542.9% | -3.4% |
| All | +1,143.3% | +4,573.4% | -3,430.0% | +69.6% |
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