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  • RSP vs ROIV✓SelectedUSD · ROIVRSP vs ROIV performance historyLatest closeAs of-0.48%09/04
Stock and ETF performance explorer

RSP vs ROIV

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+89.8%
ROIV return
+232.7%
Excess return
-142.9%
Maximum drawdown
-21.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioROIVExcessAlpha
1D-0.5%+1.5%-2.0%-0.6%
7D-0.8%+0.6%-1.4%-0.8%
30D-0.3%+1.0%-1.3%-0.4%
3M+4.3%+18.3%-14.0%+2.8%
6M+8.8%+18.3%-9.5%+7.2%
YTD+15.3%+61.0%-45.7%+10.7%
1Y+18.3%+177.9%-159.6%+8.9%
3Y+52.8%+199.1%-146.3%+38.6%
5Y+51.7%+250.7%-199.0%+28.9%
All+89.8%+232.7%-142.9%+61.7%

Cumulative growth

Daily Returns

Daily percentage return beside ROIV.

Daily Out/Under-Performance

Portfolio return minus ROIV return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ROIV 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 ROIV 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