+1,152.9%
RSP vs ROST
+6,352.1%
-5,199.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | -0.3% | -1.8% | +1.5% | +0.4% |
| 30D | +4.4% | +6.8% | -2.4% | +1.7% |
| 3M | +1.3% | -4.0% | +5.3% | +2.5% |
| 6M | +10.0% | +12.9% | -2.9% | +4.0% |
| YTD | +17.6% | +34.7% | -17.1% | +3.5% |
| 1Y | +19.2% | +49.5% | -30.3% | +0.6% |
| 3Y | +66.0% | +101.5% | -35.4% | +22.6% |
| 5Y | +50.4% | +120.7% | -70.3% | +3.3% |
| 10Y | +215.7% | +317.8% | -102.2% | +57.1% |
| All | +1,152.9% | +6,352.1% | -5,199.2% | +98.2% |
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