+1,034.8%
EXC vs RSG
+2,015.2%
-980.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | -3.7% | +7.6% | -11.3% | -5.5% |
| 3M | -1.3% | +7.4% | -8.7% | -3.1% |
| 6M | -9.7% | -3.3% | -6.4% | -9.0% |
| YTD | +2.9% | +6.0% | -3.1% | +1.1% |
| 1Y | +4.4% | -3.7% | +8.1% | +5.1% |
| 3Y | +22.2% | +59.1% | -36.9% | +8.1% |
| 5Y | +46.7% | +89.0% | -42.3% | +24.1% |
| 10Y | +155.3% | +412.5% | -257.2% | +77.5% |
| All | +1,034.8% | +2,015.2% | -980.5% | +559.1% |
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