+61.9%
D vs RSG
+55.3%
+6.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +0.8% | -0.7% | +1.5% | +1.1% |
| 30D | -0.7% | +3.3% | -4.0% | -2.3% |
| 3M | +2.1% | +8.5% | -6.4% | -2.1% |
| 6M | +6.8% | -3.5% | +10.4% | +8.2% |
| YTD | +16.5% | +5.5% | +11.0% | +12.9% |
| 1Y | +19.2% | -1.7% | +20.9% | +19.6% |
| 3Y | +61.9% | +56.9% | +5.0% | +25.6% |
| All | +61.9% | +55.3% | +6.6% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling