+98.6%
RSG vs COO
-41.3%
+140.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | +1.6% | -2.3% | +3.9% | +2.0% |
| 30D | +13.5% | +13.3% | +0.2% | +11.1% |
| 3M | +16.3% | -18.1% | +34.4% | +19.9% |
| 6M | +26.9% | +6.7% | +20.2% | +24.9% |
| YTD | +19.1% | -23.2% | +42.3% | +23.6% |
| 1Y | +21.8% | -12.3% | +34.1% | +23.6% |
| 3Y | +63.5% | -23.6% | +87.1% | +64.7% |
| 5Y | +98.6% | -38.7% | +137.3% | +111.3% |
| All | +98.6% | -41.3% | +140.0% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling