+136.0%
GOOG vs RSG
+89.9%
+46.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.8% | +1.4% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -2.0% | +4.0% | -5.9% | -2.8% |
| 3M | -5.9% | +7.4% | -13.2% | -7.6% |
| 6M | +8.9% | +0.1% | +8.8% | +8.7% |
| YTD | +7.1% | +6.0% | +1.1% | +5.0% |
| 1Y | +39.7% | -3.0% | +42.7% | +40.6% |
| 3Y | +145.8% | +56.5% | +89.4% | +98.8% |
| All | +136.0% | +89.9% | +46.2% | +65.1% |
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