+211.0%
RSP vs ROST
+300.7%
-89.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.0% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | +4.3% | +0.5% | +3.8% | +4.0% |
| 3M | -0.3% | -5.2% | +4.9% | +1.3% |
| 6M | +9.8% | +9.8% | 0.0% | +5.3% |
| YTD | +16.8% | +29.4% | -12.6% | +5.1% |
| 1Y | +19.5% | +44.4% | -24.9% | +3.1% |
| 3Y | +65.1% | +95.0% | -29.9% | +25.4% |
| 5Y | +48.7% | +111.9% | -63.2% | +6.1% |
| All | +211.0% | +300.7% | -89.7% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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