+199.9%
B vs RSG
+425.0%
-225.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -5.0% | -1.8% | -3.2% | -4.7% |
| 30D | +8.7% | +2.8% | +5.9% | +8.2% |
| 3M | +17.3% | +4.3% | +13.0% | +16.2% |
| 6M | -5.0% | -0.5% | -4.5% | -5.2% |
| YTD | +1.4% | +5.2% | -3.8% | 0.0% |
| 1Y | +50.5% | -2.1% | +52.6% | +50.6% |
| 3Y | +194.4% | +56.5% | +137.8% | +167.3% |
| 5Y | +156.7% | +89.5% | +67.2% | +123.9% |
| All | +199.9% | +425.0% | -225.1% | +110.9% |
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