+5.4%
B vs RSG
+24.9%
-19.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.3% | +2.5% | -9.8% | -6.4% |
| 30D | -3.3% | +12.7% | -16.1% | +1.6% |
| 3M | -7.8% | +17.9% | -25.7% | -1.3% |
| 6M | -15.5% | +25.0% | -40.5% | -7.4% |
| YTD | -12.3% | +20.8% | -33.1% | -2.0% |
| 1Y | +5.4% | +24.3% | -18.9% | +18.9% |
| All | +5.4% | +24.9% | -19.5% | +18.9% |
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 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