+158.8%
B vs RSG
+90.2%
+68.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +1.0% | 0.0% | +1.1% | +1.1% |
| 30D | +9.5% | +3.7% | +5.8% | +8.9% |
| 3M | +14.3% | +6.2% | +8.2% | +13.1% |
| 6M | -1.9% | -2.8% | +0.9% | -1.0% |
| YTD | +4.1% | +5.9% | -1.8% | +2.7% |
| 1Y | +56.1% | -1.8% | +57.9% | +57.0% |
| 3Y | +202.0% | +57.5% | +144.5% | +174.5% |
| 5Y | +158.8% | +91.1% | +67.7% | +138.2% |
| All | +158.8% | +90.2% | +68.6% | +138.2% |
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