+6.3%
F vs RSG
+2,251.5%
-2,245.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -0.6% | +0.3% | -1.0% | -0.7% |
| 30D | +2.9% | +13.8% | -10.9% | -1.9% |
| 3M | -9.5% | +15.4% | -24.9% | -14.1% |
| 6M | +4.0% | +24.1% | -20.1% | -4.4% |
| YTD | -1.3% | +17.8% | -19.1% | -7.9% |
| 1Y | -1.9% | +21.5% | -23.4% | -9.7% |
| 3Y | +53.5% | +63.3% | -9.8% | +26.5% |
| 5Y | -15.1% | +97.3% | -112.4% | -34.8% |
| 10Y | +81.0% | +448.1% | -367.1% | -0.8% |
| All | +6.3% | +2,251.5% | -2,245.2% | -61.4% |
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