+75.0%
D vs RSG
+66.5%
+8.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.4% | +2.5% | -3.9% | -2.5% |
| 30D | +7.7% | +12.7% | -5.0% | +1.9% |
| 3M | -0.3% | +17.9% | -18.2% | -7.7% |
| 6M | +10.1% | +25.0% | -14.9% | -0.9% |
| YTD | +19.1% | +20.8% | -1.7% | +8.4% |
| 1Y | +15.9% | +24.3% | -8.4% | +3.9% |
| 3Y | +75.0% | +65.3% | +9.8% | +45.8% |
| All | +75.0% | +66.5% | +8.5% | +45.8% |
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