+996.8%
D vs RSG
+2,310.6%
-1,313.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.4% | +2.5% | -3.9% | -1.9% |
| 30D | +7.7% | +12.7% | -5.0% | +4.8% |
| 3M | -0.3% | +17.9% | -18.2% | -4.0% |
| 6M | +10.1% | +25.0% | -14.9% | +4.5% |
| YTD | +19.1% | +20.8% | -1.7% | +13.9% |
| 1Y | +15.9% | +24.3% | -8.4% | +10.1% |
| 3Y | +75.0% | +65.3% | +9.8% | +56.1% |
| 5Y | +13.4% | +99.1% | -85.7% | -3.0% |
| 10Y | +47.5% | +452.4% | -404.9% | +5.4% |
| All | +996.8% | +2,310.6% | -1,313.8% | +536.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling