+204.4%
RSP vs COP
+338.9%
-134.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | -1.5% | +15.6% | -17.1% | -5.5% |
| 3M | +4.8% | +14.3% | -9.5% | +0.5% |
| 6M | +10.3% | +17.0% | -6.7% | +4.4% |
| YTD | +14.1% | +47.4% | -33.4% | +0.7% |
| 1Y | +17.0% | +52.4% | -35.4% | +1.9% |
| 3Y | +54.2% | +20.8% | +33.4% | +41.1% |
| 5Y | +51.5% | +191.7% | -140.2% | +1.0% |
| 10Y | +204.4% | +325.1% | -120.7% | +71.4% |
| All | +204.4% | +338.9% | -134.5% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling