+61.0%
RSP vs COP
+23.8%
+37.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -1.0% | -11.5% | +10.5% | +0.6% |
| 30D | +2.6% | +5.0% | -2.4% | +1.6% |
| 3M | -0.8% | +17.5% | -18.3% | -3.7% |
| 6M | +6.3% | +16.2% | -10.0% | +3.1% |
| YTD | +14.1% | +48.8% | -34.6% | +3.5% |
| 1Y | +18.0% | +64.1% | -46.1% | +4.1% |
| 3Y | +61.0% | +25.7% | +35.4% | +47.3% |
| All | +61.0% | +23.8% | +37.2% | +47.3% |
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