-9.0%
AUR vs RSG
+19.5%
-28.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.5% | -3.7% |
| 7D | -19.8% | +5.1% | -25.0% | -16.7% |
| 30D | -29.0% | +15.3% | -44.4% | -21.3% |
| 3M | -43.6% | +18.6% | -62.1% | -36.0% |
| 6M | -36.6% | +19.5% | -56.2% | -27.0% |
| YTD | +6.3% | +17.2% | -10.9% | +22.0% |
| 1Y | -9.0% | +19.6% | -28.6% | +1.4% |
| All | -9.0% | +19.5% | -28.6% | +1.4% |
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 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