+200.7%
B vs RSG
+2,310.6%
-2,110.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.3% | +2.5% | -9.8% | -7.6% |
| 30D | -3.3% | +12.7% | -16.1% | -4.8% |
| 3M | -7.8% | +17.9% | -25.7% | -9.7% |
| 6M | -15.5% | +25.0% | -40.5% | -18.1% |
| YTD | -12.3% | +20.8% | -33.1% | -14.6% |
| 1Y | +5.4% | +24.3% | -18.9% | +2.1% |
| 3Y | +165.5% | +65.3% | +100.3% | +148.2% |
| 5Y | +107.0% | +99.1% | +8.0% | +88.6% |
| 10Y | +210.6% | +452.4% | -241.8% | +149.4% |
| All | +200.7% | +2,310.6% | -2,110.0% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling