+1,142.9%
RSP vs COP
+1,390.7%
-247.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.3% |
| 7D | +0.7% | -6.1% | +6.8% | +2.9% |
| 30D | +3.7% | +1.1% | +2.6% | +2.9% |
| 3M | +0.7% | +10.9% | -10.3% | -3.7% |
| 6M | +9.0% | +20.8% | -11.7% | +0.4% |
| YTD | +16.7% | +48.0% | -31.4% | -1.5% |
| 1Y | +19.0% | +58.5% | -39.6% | -2.4% |
| 3Y | +64.7% | +28.1% | +36.6% | +42.7% |
| 5Y | +49.6% | +120.5% | -70.9% | -0.8% |
| 10Y | +213.2% | +310.1% | -97.0% | +38.8% |
| All | +1,142.9% | +1,390.7% | -247.8% | +177.2% |
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 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