+22.6%
D vs RSG
+19.5%
+3.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +4.0% |
| 7D | +8.5% | +5.1% | +3.4% | +6.4% |
| 30D | +14.3% | +15.3% | -1.0% | +8.4% |
| 3M | +1.8% | +18.6% | -16.8% | -4.6% |
| 6M | +13.0% | +19.5% | -6.5% | +5.7% |
| YTD | +22.7% | +17.2% | +5.6% | +15.2% |
| 1Y | +22.6% | +19.6% | +3.1% | +15.1% |
| All | +22.6% | +19.5% | +3.1% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling