+45.4%
RSP vs COO
-41.6%
+87.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -1.0% | +4.7% | -5.8% | -2.4% |
| 30D | +2.6% | +13.9% | -11.3% | -1.5% |
| 3M | -0.8% | -14.9% | +14.2% | +3.7% |
| 6M | +6.3% | +2.0% | +4.2% | +4.2% |
| YTD | +14.1% | -23.9% | +38.0% | +23.3% |
| 1Y | +18.0% | -9.6% | +27.6% | +20.1% |
| 3Y | +61.0% | -25.4% | +86.5% | +68.0% |
| All | +45.4% | -41.6% | +87.0% | +62.0% |
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