+5.2%
F vs RSG
+2,275.9%
-2,270.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -2.1% | +1.6% | -3.7% | -2.7% |
| 30D | +3.3% | +13.5% | -10.1% | -1.3% |
| 3M | -11.3% | +16.3% | -27.6% | -16.1% |
| 6M | +5.3% | +26.9% | -21.6% | -3.9% |
| YTD | -2.2% | +19.1% | -21.3% | -9.2% |
| 1Y | -3.5% | +21.8% | -25.4% | -11.2% |
| 3Y | +49.5% | +63.5% | -14.0% | +23.2% |
| 5Y | -13.5% | +98.6% | -112.2% | -33.7% |
| 10Y | +69.0% | +444.4% | -375.4% | -7.3% |
| All | +5.2% | +2,275.9% | -2,270.6% | -61.9% |
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