+35.8%
IR vs RSG
+89.9%
-54.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -4.5% | 0.0% | -4.5% | -4.5% |
| 30D | -13.9% | +4.0% | -17.9% | -15.1% |
| 3M | -0.3% | +7.4% | -7.7% | -3.1% |
| 6M | -14.3% | +0.1% | -14.4% | -14.6% |
| YTD | -7.9% | +6.0% | -13.9% | -10.6% |
| 1Y | -9.9% | -3.0% | -6.9% | -9.2% |
| 3Y | +6.5% | +56.5% | -50.0% | -17.8% |
| All | +35.8% | +89.9% | -54.0% | -6.5% |
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 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