+1,008.9%
BE vs RSG
+265.2%
+743.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.5% | +10.1% | +9.8% |
| 7D | +29.8% | -0.7% | +30.5% | +30.1% |
| 30D | +26.4% | +3.3% | +23.1% | +24.8% |
| 3M | +9.3% | +8.5% | +0.9% | +3.7% |
| 6M | +105.1% | -3.5% | +108.6% | +104.6% |
| YTD | +219.0% | +5.5% | +213.6% | +203.0% |
| 1Y | +418.8% | -1.7% | +420.5% | +407.8% |
| 3Y | +1,784.6% | +56.9% | +1,727.7% | +1,216.7% |
| 5Y | +1,251.0% | +89.4% | +1,161.6% | +710.8% |
| All | +1,008.9% | +265.2% | +743.7% | +426.6% |
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