+258.0%
B vs RSG
+2,015.2%
-1,757.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | +9.4% | +7.6% | +1.9% | +8.5% |
| 3M | +5.0% | +7.4% | -2.4% | +3.9% |
| 6M | -3.5% | -3.3% | -0.3% | -3.4% |
| YTD | +4.5% | +6.0% | -1.5% | +3.4% |
| 1Y | +67.8% | -3.7% | +71.4% | +67.9% |
| 3Y | +196.7% | +59.1% | +137.6% | +178.8% |
| 5Y | +151.9% | +89.0% | +62.9% | +131.1% |
| 10Y | +202.2% | +412.5% | -210.3% | +145.2% |
| All | +258.0% | +2,015.2% | -1,757.3% | +172.1% |
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