+40.5%
ALL vs RSG
+19.5%
+20.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.8% | +2.4% |
| 7D | +7.5% | +5.1% | +2.4% | +4.9% |
| 30D | +19.7% | +15.3% | +4.4% | +11.8% |
| 3M | +2.9% | +18.6% | -15.7% | -4.9% |
| 6M | +23.5% | +19.5% | +4.0% | +14.4% |
| YTD | +31.1% | +17.2% | +14.0% | +20.0% |
| 1Y | +40.5% | +19.6% | +20.9% | +27.5% |
| All | +40.5% | +19.5% | +20.9% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling