+1,143.3%
RSP vs ROP
+3,460.1%
-2,316.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.8% |
| 7D | +0.4% | -1.6% | +2.1% | +1.3% |
| 30D | +3.7% | +29.5% | -25.8% | -10.1% |
| 3M | +0.8% | +17.5% | -16.8% | -8.3% |
| 6M | +9.1% | +38.1% | -29.0% | -10.0% |
| YTD | +16.7% | +7.0% | +9.7% | +9.3% |
| 1Y | +19.7% | +6.5% | +13.2% | +12.2% |
| 3Y | +66.7% | -5.5% | +72.2% | +64.8% |
| 5Y | +48.7% | -0.4% | +49.1% | +41.3% |
| 10Y | +215.6% | +183.6% | +32.0% | +63.0% |
| All | +1,143.3% | +3,460.1% | -2,316.8% | +105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling