+48.4%
RSP vs COO
-40.4%
+88.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +2.4% | +0.5% | +1.9% | +2.2% |
| 30D | +4.3% | +14.2% | -9.9% | +0.1% |
| 3M | -0.3% | -18.2% | +17.9% | +5.6% |
| 6M | +9.8% | +5.3% | +4.5% | +6.5% |
| YTD | +16.8% | -23.6% | +40.4% | +26.1% |
| 1Y | +19.5% | -12.7% | +32.2% | +23.1% |
| 3Y | +65.1% | -24.2% | +89.3% | +71.1% |
| All | +48.4% | -40.4% | +88.8% | +65.4% |
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