-12.1%
DOW vs RSG
+215.2%
-227.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.5% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -3.9% | +4.0% | -7.9% | -6.2% |
| 3M | -12.7% | +7.4% | -20.0% | -16.6% |
| 6M | -13.7% | +0.1% | -13.8% | -14.2% |
| YTD | +28.4% | +6.0% | +22.4% | +23.3% |
| 1Y | +21.8% | -3.0% | +24.7% | +23.0% |
| 3Y | -35.7% | +56.5% | -92.2% | -54.7% |
| 5Y | -36.8% | +90.9% | -127.8% | -63.7% |
| All | -12.1% | +215.2% | -227.3% | -62.4% |
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