+967.3%
D vs RSG
+2,015.2%
-1,047.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.2% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | -2.6% | +7.6% | -10.2% | -4.2% |
| 3M | 0.0% | +7.4% | -7.4% | -1.7% |
| 6M | +7.4% | -3.3% | +10.6% | +8.0% |
| YTD | +15.9% | +6.0% | +9.9% | +14.2% |
| 1Y | +18.1% | -3.7% | +21.8% | +18.9% |
| 3Y | +58.4% | +59.1% | -0.7% | +42.6% |
| 5Y | +5.2% | +89.0% | -83.8% | -8.8% |
| 10Y | +35.9% | +412.5% | -376.6% | -0.8% |
| All | +967.3% | +2,015.2% | -1,047.9% | +537.7% |
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