+2,037.8%
EQT vs RSG
+1,999.8%
+38.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -1.2% | -1.8% | +0.6% | -0.7% |
| 30D | +1.1% | +2.8% | -1.7% | +0.3% |
| 3M | +4.8% | +4.3% | +0.5% | +3.4% |
| 6M | -10.6% | -0.5% | -10.1% | -10.7% |
| YTD | +3.4% | +5.2% | -1.8% | +1.6% |
| 1Y | +8.7% | -2.1% | +10.8% | +8.8% |
| 3Y | +35.0% | +56.5% | -21.5% | +18.0% |
| 5Y | +204.2% | +89.5% | +114.7% | +151.6% |
| 10Y | +52.5% | +424.8% | -372.3% | -5.6% |
| All | +2,037.8% | +1,999.8% | +38.1% | +924.2% |
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