-23.0%
C vs RSG
+2,259.5%
-2,282.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.4% | +2.0% | -2.3% | -1.4% |
| 30D | -5.2% | +14.2% | -19.3% | -11.5% |
| 3M | -9.1% | +15.8% | -24.8% | -15.9% |
| 6M | -1.6% | +24.6% | -26.1% | -13.0% |
| YTD | +6.9% | +18.2% | -11.3% | -3.5% |
| 1Y | +23.0% | +22.8% | +0.2% | +8.7% |
| 3Y | +216.1% | +62.4% | +153.8% | +138.9% |
| 5Y | +112.2% | +96.0% | +16.2% | +43.4% |
| 10Y | +208.8% | +448.5% | -239.7% | +28.3% |
| All | -23.0% | +2,259.5% | -2,282.5% | -79.0% |
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 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