-21.9%
C vs RSG
+2,310.7%
-2,332.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.8% |
| 7D | +4.7% | +1.4% | +3.3% | +4.0% |
| 30D | +0.2% | +15.0% | -14.9% | -6.9% |
| 3M | -9.3% | +18.5% | -27.8% | -17.1% |
| 6M | -0.8% | +25.8% | -26.6% | -12.7% |
| YTD | +8.5% | +20.8% | -12.3% | -3.2% |
| 1Y | +23.1% | +24.8% | -1.7% | +7.9% |
| 3Y | +220.8% | +65.9% | +154.9% | +139.8% |
| 5Y | +112.4% | +99.1% | +13.3% | +42.5% |
| 10Y | +217.9% | +452.4% | -234.5% | +31.6% |
| All | -21.9% | +2,310.7% | -2,332.6% | -78.9% |
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