+363.0%
NDAQ vs RSG
+428.9%
-65.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -1.0% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -4.4% | +4.0% | -8.3% | -6.7% |
| 3M | +5.9% | +7.4% | -1.5% | +1.0% |
| 6M | +7.7% | +0.1% | +7.6% | +7.0% |
| YTD | -5.2% | +6.0% | -11.2% | -9.5% |
| 1Y | -3.4% | -3.0% | -0.4% | -2.5% |
| 3Y | +85.6% | +56.5% | +29.1% | +31.9% |
| 5Y | +49.5% | +90.9% | -41.4% | -10.0% |
| All | +363.0% | +428.9% | -65.9% | +58.7% |
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 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