+1,115.8%
RSP vs ROST
+6,079.8%
-4,964.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | -1.0% | +1.2% | -2.3% | -1.6% |
| 30D | +2.6% | +2.5% | +0.1% | +1.5% |
| 3M | -0.8% | -9.0% | +8.2% | +2.5% |
| 6M | +6.3% | +1.3% | +4.9% | +4.7% |
| YTD | +14.1% | +29.1% | -14.9% | +2.1% |
| 1Y | +18.0% | +45.4% | -27.4% | +0.6% |
| 3Y | +61.0% | +94.9% | -33.8% | +20.4% |
| 5Y | +45.6% | +104.0% | -58.4% | +3.1% |
| 10Y | +220.2% | +314.8% | -94.7% | +59.6% |
| All | +1,115.8% | +6,079.8% | -4,964.1% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling