+116.1%
ALL vs RSG
+90.2%
+25.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -5.6% | +3.7% | -9.2% | -7.3% |
| 3M | +17.2% | +6.2% | +11.1% | +13.7% |
| 6M | +23.2% | -2.8% | +26.0% | +24.7% |
| YTD | +23.6% | +5.9% | +17.7% | +19.5% |
| 1Y | +29.2% | -1.8% | +30.9% | +29.7% |
| 3Y | +153.8% | +57.5% | +96.3% | +108.7% |
| 5Y | +116.1% | +91.1% | +25.0% | +62.6% |
| All | +116.1% | +90.2% | +25.9% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling