-34.4%
DOW vs RSG
+56.5%
-90.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -2.4% | -1.8% | -0.6% | -1.9% |
| 30D | -4.1% | +2.8% | -6.9% | -4.7% |
| 3M | -12.4% | +4.3% | -16.7% | -13.3% |
| 6M | -10.6% | -0.5% | -10.1% | -10.6% |
| YTD | +31.1% | +5.2% | +25.9% | +29.9% |
| 1Y | +30.5% | -2.1% | +32.7% | +30.6% |
| All | -34.4% | +56.5% | -90.9% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling