+361.5%
ALL vs RSG
+428.9%
-67.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.3% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -0.4% | +4.0% | -4.4% | -2.9% |
| 3M | +16.0% | +7.4% | +8.7% | +10.7% |
| 6M | +24.6% | +0.1% | +24.5% | +24.1% |
| YTD | +23.7% | +6.0% | +17.6% | +18.3% |
| 1Y | +27.7% | -3.0% | +30.7% | +29.3% |
| 3Y | +150.2% | +56.5% | +93.7% | +84.4% |
| 5Y | +117.1% | +90.9% | +26.2% | +35.8% |
| All | +361.5% | +428.9% | -67.4% | +60.4% |
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