+51.5%
RSP vs ROK
+46.6%
+4.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.7% |
| 7D | -0.4% | +2.8% | -3.2% | -1.3% |
| 30D | -1.5% | -2.4% | +0.9% | -0.8% |
| 3M | +4.8% | -4.7% | +9.5% | +5.9% |
| 6M | +10.3% | +16.8% | -6.5% | +3.5% |
| YTD | +14.1% | +11.4% | +2.7% | +8.4% |
| 1Y | +17.0% | +26.2% | -9.2% | +6.3% |
| 3Y | +54.2% | +51.9% | +2.3% | +26.9% |
| 5Y | +51.5% | +46.4% | +5.1% | +21.9% |
| All | +51.5% | +46.6% | +4.9% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling