+337.2%
IR vs RSG
+363.4%
-26.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.6% |
| 7D | +4.3% | +1.4% | +2.8% | +3.4% |
| 30D | +8.1% | +15.0% | -7.0% | -1.0% |
| 3M | +0.7% | +18.5% | -17.8% | -9.5% |
| 6M | +16.6% | +25.8% | -9.2% | +0.3% |
| YTD | +7.8% | +20.8% | -13.0% | -5.7% |
| 1Y | +9.9% | +24.8% | -14.9% | -6.0% |
| 3Y | +25.2% | +65.9% | -40.7% | -15.4% |
| 5Y | +46.8% | +99.1% | -52.3% | -15.0% |
| All | +337.2% | +363.4% | -26.2% | +26.7% |
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