+291.3%
IR vs RSG
+306.6%
-15.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.9% |
| 7D | -2.8% | +0.3% | -3.1% | -3.0% |
| 30D | -15.1% | +7.6% | -22.7% | -18.9% |
| 3M | +6.1% | +7.4% | -1.4% | +0.9% |
| 6M | -16.8% | -3.3% | -13.5% | -16.0% |
| YTD | -3.5% | +6.0% | -9.5% | -8.3% |
| 1Y | -3.5% | -3.7% | +0.2% | -2.6% |
| 3Y | +9.5% | +59.1% | -49.6% | -24.9% |
| 5Y | +45.1% | +89.0% | -43.9% | -14.6% |
| All | +291.3% | +306.6% | -15.3% | +23.2% |
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