+216.1%
C vs RSG
+63.4%
+152.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -0.4% | +2.0% | -2.3% | -0.5% |
| 30D | -5.2% | +14.2% | -19.3% | -6.2% |
| 3M | -9.1% | +15.8% | -24.8% | -10.2% |
| 6M | -1.6% | +24.6% | -26.1% | -4.2% |
| YTD | +6.9% | +18.2% | -11.3% | +4.4% |
| 1Y | +23.0% | +22.8% | +0.2% | +18.6% |
| 3Y | +216.1% | +62.4% | +153.8% | +188.4% |
| All | +216.1% | +63.4% | +152.7% | +188.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling