+651.5%
ADI vs RSG
+428.9%
+222.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.5% |
| 7D | +4.6% | 0.0% | +4.5% | +4.6% |
| 30D | -1.2% | +4.0% | -5.1% | -3.3% |
| 3M | -7.8% | +7.4% | -15.2% | -12.2% |
| 6M | +19.3% | +0.1% | +19.2% | +17.6% |
| YTD | +40.9% | +6.0% | +34.9% | +34.0% |
| 1Y | +54.5% | -3.0% | +57.5% | +54.3% |
| 3Y | +123.4% | +56.5% | +66.9% | +61.4% |
| 5Y | +142.3% | +90.9% | +51.4% | +49.8% |
| All | +651.5% | +428.9% | +222.6% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling