+91.1%
RSG vs COO
-44.2%
+135.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.2% | +6.6% | +1.4% |
| 7D | 0.0% | -9.0% | +8.9% | +1.6% |
| 30D | +3.7% | -16.8% | +20.5% | +6.9% |
| 3M | +6.2% | -7.5% | +13.6% | +7.4% |
| 6M | -2.8% | -16.3% | +13.5% | -0.1% |
| YTD | +5.9% | -22.5% | +28.4% | +10.2% |
| 1Y | -1.8% | -7.0% | +5.2% | -1.1% |
| 3Y | +57.5% | -27.5% | +84.9% | +61.5% |
| 5Y | +91.1% | -43.3% | +134.4% | +109.7% |
| All | +91.1% | -44.2% | +135.3% | +109.7% |
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 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