+2,281.8%
NDAQ vs RSG
+2,690.1%
-408.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | -2.6% | -0.7% | -1.8% | -2.1% |
| 30D | +0.5% | +3.3% | -2.8% | -1.5% |
| 3M | +9.9% | +8.5% | +1.4% | +4.4% |
| 6M | +8.2% | -3.5% | +11.7% | +9.8% |
| YTD | -1.5% | +5.5% | -7.0% | -5.5% |
| 1Y | +1.3% | -1.7% | +3.0% | +1.2% |
| 3Y | +92.6% | +56.9% | +35.7% | +42.0% |
| 5Y | +53.8% | +89.4% | -35.6% | -0.5% |
| 10Y | +376.0% | +412.5% | -36.6% | +67.1% |
| All | +2,281.8% | +2,690.1% | -408.3% | +268.2% |
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