+64.8%
RSP vs COP
+32.4%
+32.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | +1.8% | +3.4% | -1.6% | +1.3% |
| 30D | +3.5% | -0.6% | +4.1% | +3.4% |
| 3M | +0.2% | +10.8% | -10.5% | -1.7% |
| 6M | +9.1% | +19.6% | -10.5% | +5.5% |
| YTD | +16.6% | +52.9% | -36.3% | +5.3% |
| 1Y | +17.9% | +62.2% | -44.3% | +4.7% |
| All | +64.8% | +32.4% | +32.4% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling