+3.9%
D vs RSG
+90.2%
-86.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -2.1% | +3.7% | -5.7% | -3.9% |
| 3M | -0.7% | +6.2% | -6.9% | -3.9% |
| 6M | +5.6% | -2.8% | +8.3% | +6.7% |
| YTD | +14.6% | +5.9% | +8.7% | +10.6% |
| 1Y | +15.3% | -1.8% | +17.1% | +15.7% |
| 3Y | +59.1% | +57.5% | +1.6% | +23.6% |
| 5Y | +3.9% | +91.1% | -87.2% | -27.3% |
| All | +3.9% | +90.2% | -86.3% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling