+371.6%
ALL vs RSG
+452.6%
-80.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +5.0% | +2.5% | +2.5% | +3.4% |
| 30D | +13.3% | +12.7% | +0.6% | +4.9% |
| 3M | +3.2% | +17.9% | -14.8% | -7.3% |
| 6M | +25.3% | +25.0% | +0.4% | +8.4% |
| YTD | +30.5% | +20.8% | +9.6% | +14.6% |
| 1Y | +29.2% | +24.3% | +4.9% | +11.3% |
| 3Y | +119.1% | +65.3% | +53.9% | +55.9% |
| 5Y | +162.6% | +99.1% | +63.6% | +61.7% |
| All | +371.6% | +452.6% | -80.9% | +55.2% |
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