+274.5%
IR vs RSG
+303.6%
-29.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.3% |
| 7D | -3.1% | -1.8% | -1.3% | -2.0% |
| 30D | -14.0% | +2.8% | -16.8% | -15.5% |
| 3M | +3.7% | +4.3% | -0.6% | +0.6% |
| 6M | -15.4% | -0.5% | -14.9% | -16.1% |
| YTD | -7.7% | +5.2% | -12.9% | -11.9% |
| 1Y | -8.8% | -2.1% | -6.7% | -8.9% |
| 3Y | +5.6% | +56.5% | -50.9% | -26.7% |
| 5Y | +34.3% | +89.5% | -55.2% | -21.2% |
| All | +274.5% | +303.6% | -29.1% | +18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling