+227.5%
LOW vs RSG
+428.9%
-201.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.3% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -8.9% | +4.0% | -12.8% | -10.9% |
| 3M | -10.4% | +7.4% | -17.8% | -14.2% |
| 6M | -19.4% | +0.1% | -19.5% | -20.0% |
| YTD | -17.1% | +6.0% | -23.1% | -20.7% |
| 1Y | -26.3% | -3.0% | -23.3% | -25.7% |
| 3Y | -9.9% | +56.5% | -66.4% | -35.0% |
| 5Y | +6.1% | +90.9% | -84.8% | -34.8% |
| All | +227.5% | +428.9% | -201.4% | +18.3% |
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