+211.0%
RSP vs ROK
+264.0%
-53.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +2.4% | +7.1% | -4.7% | -0.4% |
| 30D | +4.3% | -5.0% | +9.2% | +5.8% |
| 3M | -0.3% | -9.4% | +9.1% | +2.9% |
| 6M | +9.8% | -11.0% | +20.8% | +13.4% |
| YTD | +16.8% | +4.4% | +12.4% | +11.8% |
| 1Y | +19.5% | +7.4% | +12.1% | +13.0% |
| 3Y | +65.1% | +61.0% | +4.2% | +25.7% |
| 5Y | +48.7% | +30.4% | +18.3% | +21.1% |
| All | +211.0% | +264.0% | -53.0% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling