+62.9%
RSG vs COO
-23.7%
+86.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | +1.6% | -2.3% | +3.9% | +1.9% |
| 30D | +13.5% | +13.3% | +0.2% | +11.9% |
| 3M | +16.3% | -18.1% | +34.4% | +18.4% |
| 6M | +26.9% | +6.7% | +20.2% | +25.9% |
| YTD | +19.1% | -23.2% | +42.3% | +21.5% |
| 1Y | +21.8% | -12.3% | +34.1% | +22.9% |
| All | +62.9% | -23.7% | +86.6% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling