+131.6%
C vs RSG
+91.5%
+40.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +3.2% | -0.7% | +3.9% | +3.4% |
| 30D | +1.3% | +3.3% | -2.0% | +0.5% |
| 3M | +3.1% | +8.5% | -5.3% | +0.6% |
| 6M | +29.6% | -3.5% | +33.1% | +30.7% |
| YTD | +19.0% | +5.5% | +13.5% | +16.2% |
| 1Y | +45.6% | -1.7% | +47.4% | +45.8% |
| 3Y | +269.3% | +56.9% | +212.4% | +207.5% |
| 5Y | +131.6% | +89.4% | +42.2% | +79.7% |
| All | +131.6% | +91.5% | +40.0% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling