+1,127.7%
RSP vs ROP
+2,966.6%
-1,838.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +1.4% |
| 7D | -0.8% | -4.4% | +3.7% | +1.6% |
| 30D | -0.3% | +3.2% | -3.6% | -2.2% |
| 3M | +4.3% | +23.1% | -18.8% | -7.6% |
| 6M | +8.8% | +13.3% | -4.5% | +0.2% |
| YTD | +15.3% | -7.9% | +23.1% | +17.7% |
| 1Y | +18.3% | -22.1% | +40.3% | +31.9% |
| 3Y | +52.8% | -16.8% | +69.6% | +62.7% |
| 5Y | +51.7% | -13.5% | +65.2% | +56.4% |
| 10Y | +208.5% | +137.7% | +70.8% | +76.2% |
| All | +1,127.7% | +2,966.6% | -1,838.8% | +121.0% |
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