+64.8%
RSP vs ROL
+3.2%
+61.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | +1.8% | -1.7% | +3.5% | +2.1% |
| 30D | +3.5% | +18.5% | -15.0% | +0.3% |
| 3M | +0.2% | +4.3% | -4.1% | -0.7% |
| 6M | +9.1% | -27.7% | +36.8% | +16.2% |
| YTD | +16.6% | -35.8% | +52.4% | +27.0% |
| 1Y | +17.9% | -34.1% | +52.0% | +27.6% |
| All | +64.8% | +3.2% | +61.6% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling