+1,003.0%
BE vs RSG
+267.0%
+736.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.9% | +6.4% |
| 7D | +9.0% | 0.0% | +9.0% | +9.0% |
| 30D | +16.3% | +4.0% | +12.3% | +14.6% |
| 3M | +10.8% | +7.4% | +3.4% | +5.9% |
| 6M | +73.2% | +0.1% | +73.1% | +69.8% |
| YTD | +217.4% | +6.0% | +211.3% | +200.9% |
| 1Y | +309.8% | -3.0% | +312.8% | +304.6% |
| 3Y | +1,726.2% | +56.5% | +1,669.7% | +1,180.6% |
| 5Y | +1,306.2% | +90.9% | +1,215.2% | +740.6% |
| All | +1,003.0% | +267.0% | +736.0% | +423.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling