+213.4%
RSP vs ROP
+196.0%
+17.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +1.1% |
| 7D | -1.0% | +2.1% | -3.2% | -2.1% |
| 30D | +2.6% | +32.9% | -30.3% | -11.4% |
| 3M | -0.8% | +20.3% | -21.1% | -10.2% |
| 6M | +6.3% | +36.8% | -30.5% | -10.9% |
| YTD | +14.1% | +8.1% | +6.0% | +7.7% |
| 1Y | +18.0% | +8.3% | +9.8% | +11.2% |
| 3Y | +61.0% | -3.2% | +64.3% | +59.2% |
| 5Y | +45.6% | +1.7% | +43.9% | +38.0% |
| All | +213.4% | +196.0% | +17.4% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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