+17.0%
RSP vs ROP
-23.1%
+40.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | -0.7% |
| 7D | -0.4% | -5.4% | +5.0% | +0.2% |
| 30D | -1.5% | -1.6% | +0.1% | -1.4% |
| 3M | +4.8% | +18.8% | -14.0% | +2.9% |
| 6M | +10.3% | +8.2% | +2.1% | +9.4% |
| YTD | +14.1% | -10.5% | +24.5% | +16.1% |
| 1Y | +17.0% | -23.7% | +40.8% | +22.3% |
| All | +17.0% | -23.1% | +40.1% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling