+1,127.7%
RSP vs COO
+909.5%
+218.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -0.8% | -2.2% | +1.5% | 0.0% |
| 30D | -0.3% | -7.0% | +6.7% | +2.0% |
| 3M | +4.3% | +12.2% | -7.9% | 0.0% |
| 6M | +8.8% | -15.1% | +23.9% | +14.1% |
| YTD | +15.3% | -15.1% | +30.4% | +20.8% |
| 1Y | +18.3% | +2.3% | +15.9% | +16.1% |
| 3Y | +52.8% | -23.7% | +76.5% | +60.9% |
| 5Y | +51.7% | -38.9% | +90.6% | +69.6% |
| 10Y | +208.5% | +49.9% | +158.5% | +156.1% |
| All | +1,127.7% | +909.5% | +218.2% | +369.7% |
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 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