+53.0%
RSP vs ROP
-13.6%
+66.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +1.0% |
| 7D | -0.8% | -4.4% | +3.7% | +1.1% |
| 30D | -0.3% | +3.2% | -3.6% | -1.7% |
| 3M | +4.3% | +23.1% | -18.8% | -5.2% |
| 6M | +8.8% | +13.3% | -4.5% | +2.3% |
| YTD | +15.3% | -7.9% | +23.1% | +19.5% |
| 1Y | +18.3% | -22.1% | +40.3% | +33.9% |
| 3Y | +52.8% | -16.8% | +69.6% | +64.3% |
| All | +53.0% | -13.6% | +66.6% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling