+1,152.9%
RSP vs ROL
+2,400.2%
-1,247.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.3% | +0.8% | -1.1% | -0.6% |
| 30D | +4.4% | +20.6% | -16.1% | -3.0% |
| 3M | +1.3% | +4.5% | -3.2% | -1.0% |
| 6M | +10.0% | -26.5% | +36.5% | +22.4% |
| YTD | +17.6% | -34.8% | +52.5% | +36.5% |
| 1Y | +19.2% | -33.2% | +52.4% | +36.9% |
| 3Y | +66.0% | +4.5% | +61.6% | +56.8% |
| 5Y | +50.4% | +15.5% | +34.9% | +33.4% |
| 10Y | +215.7% | +217.2% | -1.6% | +75.0% |
| All | +1,152.9% | +2,400.2% | -1,247.3% | +221.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling