+43.5%
F vs RSG
+56.0%
-12.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.5% | +1.7% |
| 7D | +5.3% | +0.3% | +5.1% | +5.3% |
| 30D | +4.6% | +7.6% | -3.0% | +2.9% |
| 3M | -3.7% | +7.4% | -11.1% | -5.6% |
| 6M | +16.8% | -3.3% | +20.1% | +18.7% |
| YTD | +15.3% | +6.0% | +9.3% | +12.3% |
| 1Y | +31.0% | -3.7% | +34.7% | +33.5% |
| All | +43.5% | +56.0% | -12.5% | +12.8% |
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