+1,127.7%
RSP vs ROST
+6,057.2%
-4,929.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.8% | +0.9% | -1.7% | -1.1% |
| 30D | -0.3% | -8.9% | +8.6% | +3.1% |
| 3M | +4.3% | -0.8% | +5.1% | +4.1% |
| 6M | +8.8% | +8.5% | +0.3% | +4.5% |
| YTD | +15.3% | +28.6% | -13.3% | +3.4% |
| 1Y | +18.3% | +52.3% | -34.1% | -0.9% |
| 3Y | +52.8% | +94.8% | -42.0% | +14.4% |
| 5Y | +51.7% | +110.8% | -59.1% | +6.1% |
| 10Y | +208.5% | +304.5% | -96.1% | +55.6% |
| All | +1,127.7% | +6,057.2% | -4,929.5% | +98.1% |
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