+1,127.7%
RSP vs COP
+1,376.1%
-248.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -0.8% | +3.0% | -3.8% | -1.9% |
| 30D | -0.3% | +17.5% | -17.8% | -6.2% |
| 3M | +4.3% | +13.4% | -9.1% | -1.1% |
| 6M | +8.8% | +17.7% | -8.9% | +1.0% |
| YTD | +15.3% | +46.6% | -31.3% | -1.9% |
| 1Y | +18.3% | +44.6% | -26.3% | +0.7% |
| 3Y | +52.8% | +20.7% | +32.1% | +35.7% |
| 5Y | +51.7% | +185.0% | -133.3% | -9.2% |
| 10Y | +208.5% | +347.0% | -138.5% | +31.2% |
| All | +1,127.7% | +1,376.1% | -248.4% | +176.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling