+2,665.0%
LOW vs RSG
+2,013.0%
+652.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -9.3% | +3.7% | -12.9% | -10.3% |
| 3M | -8.1% | +6.2% | -14.2% | -10.0% |
| 6M | -19.8% | -2.8% | -17.0% | -19.3% |
| YTD | -16.4% | +5.9% | -22.3% | -18.3% |
| 1Y | -24.7% | -1.8% | -22.9% | -24.6% |
| 3Y | -8.8% | +57.5% | -66.3% | -22.5% |
| 5Y | +7.8% | +91.1% | -83.3% | -14.4% |
| 10Y | +233.8% | +428.1% | -194.2% | +97.0% |
| All | +2,665.0% | +2,013.0% | +652.1% | +1,087.3% |
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 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