+1,152.9%
RSP vs COO
+812.9%
+340.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -0.3% | -2.3% | +2.0% | +0.5% |
| 30D | +4.4% | +13.3% | -8.8% | +0.2% |
| 3M | +1.3% | -18.1% | +19.3% | +7.2% |
| 6M | +10.0% | +6.7% | +3.3% | +6.3% |
| YTD | +17.6% | -23.2% | +40.8% | +26.4% |
| 1Y | +19.2% | -12.3% | +31.5% | +22.4% |
| 3Y | +66.0% | -23.6% | +89.6% | +73.4% |
| 5Y | +50.4% | -38.7% | +89.1% | +66.9% |
| 10Y | +215.7% | +42.2% | +173.5% | +165.1% |
| All | +1,152.9% | +812.9% | +340.0% | +391.4% |
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 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