+198.7%
B vs RSG
+55.3%
+143.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +2.3% | -0.7% | +3.1% | +2.4% |
| 30D | +1.4% | +3.3% | -1.9% | +1.0% |
| 3M | +12.2% | +8.5% | +3.7% | +10.7% |
| 6M | -2.1% | -3.5% | +1.4% | -0.1% |
| YTD | +2.9% | +5.5% | -2.6% | +2.0% |
| 1Y | +55.3% | -1.7% | +57.0% | +57.7% |
| 3Y | +198.7% | +56.9% | +141.8% | +146.7% |
| All | +198.7% | +55.3% | +143.4% | +146.7% |
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