+213.4%
RSP vs ROL
+216.1%
-2.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.3% |
| 7D | -1.0% | +9.5% | -10.5% | -4.0% |
| 30D | +2.6% | +22.9% | -20.3% | -4.3% |
| 3M | -0.8% | +3.5% | -4.3% | -2.3% |
| 6M | +6.3% | -29.4% | +35.7% | +18.4% |
| YTD | +14.1% | -36.1% | +50.2% | +31.0% |
| 1Y | +18.0% | -34.4% | +52.4% | +34.1% |
| 3Y | +61.0% | +4.0% | +57.0% | +52.3% |
| 5Y | +45.6% | +13.2% | +32.4% | +30.2% |
| All | +213.4% | +216.1% | -2.7% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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