+150.1%
ALL vs RSG
+57.5%
+92.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.2% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -5.6% | +3.7% | -9.2% | -7.5% |
| 3M | +17.2% | +6.2% | +11.1% | +13.1% |
| 6M | +23.2% | -2.8% | +26.0% | +25.1% |
| YTD | +23.6% | +5.9% | +17.7% | +18.5% |
| 1Y | +29.2% | -1.8% | +30.9% | +30.1% |
| All | +150.1% | +57.5% | +92.6% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling