+212.4%
B vs RSG
+2,275.9%
-2,063.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.9% |
| 3M | -2.3% | +16.3% | -18.6% | -4.2% |
| 6M | -16.2% | +26.9% | -43.1% | -18.9% |
| YTD | -8.8% | +19.1% | -27.9% | -11.1% |
| 1Y | +11.4% | +21.8% | -10.5% | +8.2% |
| 3Y | +174.3% | +63.5% | +110.8% | +156.7% |
| 5Y | +116.2% | +98.6% | +17.5% | +97.0% |
| 10Y | +222.7% | +444.4% | -221.7% | +159.6% |
| All | +212.4% | +2,275.9% | -2,063.4% | +134.0% |
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