+48.4%
RSP vs COP
+133.8%
-85.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | +2.4% | +4.4% | -2.0% | +1.6% |
| 30D | +4.3% | 0.0% | +4.3% | +4.1% |
| 3M | -0.3% | +15.0% | -15.4% | -3.3% |
| 6M | +9.8% | +22.0% | -12.2% | +5.0% |
| YTD | +16.8% | +55.3% | -38.5% | +5.0% |
| 1Y | +19.5% | +64.1% | -44.6% | +5.9% |
| 3Y | +65.1% | +34.1% | +31.1% | +50.6% |
| All | +48.4% | +133.8% | -85.4% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling