+116.2%
B vs RSG
+97.5%
+18.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -2.7% | +1.6% | -4.3% | -2.9% |
| 30D | -4.3% | +13.5% | -17.8% | -6.0% |
| 3M | -2.3% | +16.3% | -18.6% | -4.4% |
| 6M | -16.2% | +26.9% | -43.1% | -19.8% |
| YTD | -8.8% | +19.1% | -27.9% | -11.6% |
| 1Y | +11.4% | +21.8% | -10.5% | +7.2% |
| 3Y | +174.3% | +63.5% | +110.8% | +147.2% |
| 5Y | +116.2% | +98.6% | +17.5% | +93.4% |
| All | +116.2% | +97.5% | +18.6% | +93.4% |
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 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