+50.8%
NDAQ vs RSG
+89.9%
-39.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.9% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -4.4% | +4.0% | -8.3% | -6.0% |
| 3M | +5.9% | +7.4% | -1.5% | +2.4% |
| 6M | +7.7% | +0.1% | +7.6% | +7.4% |
| YTD | -5.2% | +6.0% | -11.2% | -8.2% |
| 1Y | -3.4% | -3.0% | -0.4% | -2.4% |
| 3Y | +85.6% | +56.5% | +29.1% | +43.2% |
| All | +50.8% | +89.9% | -39.1% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling