+51.5%
RSP vs ROST
+111.1%
-59.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | -1.5% | -10.0% | +8.5% | +1.5% |
| 3M | +4.8% | +1.2% | +3.6% | +4.1% |
| 6M | +10.3% | +8.9% | +1.3% | +6.7% |
| YTD | +14.1% | +28.1% | -14.0% | +4.6% |
| 1Y | +17.0% | +53.0% | -35.9% | +1.2% |
| 3Y | +54.2% | +97.9% | -43.7% | +21.1% |
| 5Y | +51.5% | +112.0% | -60.5% | +12.9% |
| All | +51.5% | +111.1% | -59.6% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling