-1.4%
LOW vs RSG
+19.5%
-20.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.0% | +6.5% | +7.2% |
| 7D | +15.6% | +5.1% | +10.5% | +13.9% |
| 30D | +28.6% | +15.3% | +13.3% | +23.9% |
| 3M | +5.8% | +18.6% | -12.7% | +1.5% |
| 6M | +3.8% | +19.5% | -15.7% | -0.3% |
| YTD | -2.8% | +17.2% | -20.0% | -8.3% |
| 1Y | -1.4% | +19.6% | -21.0% | -7.7% |
| All | -1.4% | +19.5% | -20.9% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling