+1,127.7%
RSP vs ROL
+2,218.6%
-1,090.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.8% | -1.4% | +0.7% | -0.2% |
| 30D | -0.3% | -4.1% | +3.8% | +1.2% |
| 3M | +4.3% | -22.5% | +26.8% | +14.4% |
| 6M | +8.8% | -37.7% | +46.5% | +29.6% |
| YTD | +15.3% | -39.6% | +54.8% | +38.4% |
| 1Y | +18.3% | -36.0% | +54.3% | +38.3% |
| 3Y | +52.8% | -5.1% | +57.9% | +49.9% |
| 5Y | +51.7% | -3.4% | +55.1% | +44.4% |
| 10Y | +208.5% | +215.2% | -6.8% | +71.7% |
| All | +1,127.7% | +2,218.6% | -1,090.8% | +225.6% |
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