+99.6%
DE vs RSG
+89.9%
+9.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +9.0% | +4.0% | +5.1% | +7.5% |
| 3M | +19.1% | +7.4% | +11.8% | +15.8% |
| 6M | +14.4% | +0.1% | +14.3% | +14.0% |
| YTD | +45.9% | +6.0% | +39.9% | +42.2% |
| 1Y | +43.6% | -3.0% | +46.6% | +44.6% |
| 3Y | +75.9% | +56.5% | +19.4% | +42.6% |
| All | +99.6% | +89.9% | +9.7% | +45.6% |
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