+19.0%
RSP vs COP
+58.8%
-39.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.2% |
| 7D | +0.4% | -8.4% | +8.9% | -0.1% |
| 30D | +3.7% | +0.3% | +3.4% | +3.6% |
| 3M | +0.8% | +15.1% | -14.3% | +1.5% |
| 6M | +9.1% | +19.8% | -10.7% | +9.9% |
| YTD | +16.7% | +46.8% | -30.1% | +13.0% |
| All | +19.0% | +58.8% | -39.8% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling