+46.7%
F vs RSG
+89.9%
-43.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.3% |
| 7D | -4.4% | 0.0% | -4.5% | -4.5% |
| 30D | +1.0% | +4.0% | -2.9% | -0.6% |
| 3M | -4.0% | +7.4% | -11.4% | -7.2% |
| 6M | +18.1% | +0.1% | +18.0% | +17.4% |
| YTD | +10.2% | +6.0% | +4.1% | +5.8% |
| 1Y | +24.3% | -3.0% | +27.3% | +25.3% |
| 3Y | +38.1% | +56.5% | -18.4% | +2.6% |
| All | +46.7% | +89.9% | -43.2% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling