+18.0%
RSP vs ROL
-35.3%
+53.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -1.0% | +9.5% | -10.5% | -2.1% |
| 30D | +2.6% | +22.9% | -20.3% | +0.2% |
| 3M | -0.8% | +3.5% | -4.3% | -1.3% |
| 6M | +6.3% | -29.4% | +35.7% | +11.5% |
| YTD | +14.1% | -36.1% | +50.2% | +20.6% |
| 1Y | +18.0% | -34.4% | +52.4% | +23.1% |
| All | +18.0% | -35.3% | +53.3% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling