-3.0%
RSG vs COO
-20.3%
+17.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.8% |
| 7D | 0.0% | -22.5% | +22.5% | +3.7% |
| 30D | +4.0% | -29.7% | +33.7% | +9.7% |
| 3M | +7.4% | -20.1% | +27.5% | +10.8% |
| 6M | +0.1% | -26.9% | +27.0% | +4.2% |
| YTD | +6.0% | -34.2% | +40.2% | +12.1% |
| 1Y | -3.0% | -21.3% | +18.3% | +0.1% |
| All | -3.0% | -20.3% | +17.4% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling