+291.5%
C vs RSG
+425.0%
-133.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | +0.3% | -1.8% | +2.1% | +1.4% |
| 30D | +2.0% | +2.8% | -0.8% | +0.1% |
| 3M | +4.4% | +4.3% | +0.1% | +0.6% |
| 6M | +28.3% | -0.5% | +28.9% | +26.8% |
| YTD | +20.5% | +5.2% | +15.3% | +13.8% |
| 1Y | +45.5% | -2.1% | +47.7% | +44.4% |
| 3Y | +274.0% | +56.5% | +217.5% | +148.9% |
| 5Y | +136.1% | +89.5% | +46.6% | +27.1% |
| All | +291.5% | +425.0% | -133.5% | +11.0% |
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