+14.2%
D vs RSG
-2.0%
+16.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -1.6% | -1.8% | +0.2% | -1.0% |
| 30D | -3.5% | +2.8% | -6.3% | -4.6% |
| 3M | -1.6% | +4.3% | -5.9% | -3.3% |
| 6M | +5.8% | -0.5% | +6.3% | +5.0% |
| YTD | +14.5% | +5.2% | +9.2% | +11.5% |
| 1Y | +14.2% | -2.1% | +16.3% | +15.1% |
| All | +14.2% | -2.0% | +16.2% | +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