+851.5%
DE vs RSG
+428.9%
+422.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +9.0% | +4.0% | +5.1% | +6.4% |
| 3M | +19.1% | +7.4% | +11.8% | +13.4% |
| 6M | +14.4% | +0.1% | +14.3% | +13.2% |
| YTD | +45.9% | +6.0% | +39.9% | +39.3% |
| 1Y | +43.6% | -3.0% | +46.6% | +44.6% |
| 3Y | +75.9% | +56.5% | +19.4% | +24.6% |
| 5Y | +98.8% | +90.9% | +7.8% | +18.3% |
| All | +851.5% | +428.9% | +422.5% | +209.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling