+1,381.0%
NET vs RSG
+215.0%
+1,166.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.9% |
| 7D | -16.4% | +5.1% | -21.5% | -17.8% |
| 30D | -25.8% | +15.3% | -41.2% | -29.6% |
| 3M | -11.5% | +18.6% | -30.1% | -16.9% |
| 6M | +18.9% | +19.5% | -0.6% | +10.8% |
| YTD | +35.2% | +17.2% | +18.0% | +26.3% |
| 1Y | +14.5% | +19.6% | -5.1% | +5.8% |
| 3Y | +313.8% | +64.9% | +248.9% | +224.3% |
| 5Y | +32.6% | +95.0% | -62.4% | -4.8% |
| All | +1,381.0% | +215.0% | +1,166.0% | +775.6% |
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