+420.8%
RSG vs COO
+17.0%
+403.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.9% |
| 7D | 0.0% | -22.5% | +22.5% | +6.6% |
| 30D | +4.0% | -29.7% | +33.7% | +13.7% |
| 3M | +7.4% | -20.1% | +27.5% | +13.3% |
| 6M | +0.1% | -26.9% | +27.0% | +7.9% |
| YTD | +6.0% | -34.2% | +40.2% | +17.5% |
| 1Y | -3.0% | -21.3% | +18.3% | +1.9% |
| 3Y | +56.5% | -38.7% | +95.2% | +70.6% |
| 5Y | +90.9% | -52.2% | +143.1% | +123.9% |
| All | +420.8% | +17.0% | +403.9% | +371.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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