+1,127.7%
RSP vs COF
+627.1%
+500.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.8% | +1.8% | -2.6% | -1.4% |
| 30D | -0.3% | -0.6% | +0.2% | -0.2% |
| 3M | +4.3% | +20.3% | -16.0% | -2.2% |
| 6M | +8.8% | +13.0% | -4.2% | +3.9% |
| YTD | +15.3% | -8.3% | +23.6% | +17.2% |
| 1Y | +18.3% | -1.5% | +19.7% | +17.1% |
| 3Y | +52.8% | +122.3% | -69.5% | +12.0% |
| 5Y | +51.7% | +52.5% | -0.8% | +22.6% |
| 10Y | +208.5% | +264.9% | -56.4% | +74.7% |
| All | +1,127.7% | +627.1% | +500.6% | +354.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 all: compounded portfolio wealth divided by compounded COF 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…
all analysis · Full analysis span regression · 6 months rolling