+7,692.7%
EW vs RSG
+5,838.4%
+1,854.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +4.9% | +2.5% | +2.4% | +4.1% |
| 30D | +23.9% | +12.7% | +11.2% | +19.3% |
| 3M | +15.8% | +17.9% | -2.2% | +9.8% |
| 6M | +31.7% | +25.0% | +6.7% | +22.4% |
| YTD | +25.7% | +20.8% | +4.9% | +17.8% |
| 1Y | +24.4% | +24.3% | +0.2% | +15.5% |
| 3Y | +65.9% | +65.3% | +0.6% | +41.2% |
| 5Y | -7.6% | +99.1% | -106.7% | -25.6% |
| 10Y | +253.2% | +452.4% | -199.2% | +120.8% |
| All | +7,692.7% | +5,838.4% | +1,854.3% | +4,290.0% |
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