+1,115.8%
RSP vs COO
+804.6%
+311.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -1.0% | +4.7% | -5.8% | -2.5% |
| 30D | +2.6% | +13.9% | -11.3% | -1.8% |
| 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% | +23.0% |
| 1Y | +18.0% | -9.6% | +27.6% | +20.0% |
| 3Y | +61.0% | -25.4% | +86.5% | +69.6% |
| 5Y | +45.6% | -41.2% | +86.8% | +63.6% |
| 10Y | +220.2% | +42.1% | +178.1% | +169.0% |
| All | +1,115.8% | +804.6% | +311.1% | +378.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling