+1,449.6%
NET vs RSG
+185.9%
+1,263.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -7.0% | +0.3% | -7.2% | -7.1% |
| 30D | -4.8% | +7.6% | -12.4% | -7.3% |
| 3M | +3.8% | +7.4% | -3.6% | +0.8% |
| 6M | +50.0% | -3.3% | +53.3% | +51.1% |
| YTD | +41.5% | +6.0% | +35.5% | +37.2% |
| 1Y | +32.8% | -3.7% | +36.5% | +33.6% |
| 3Y | +335.9% | +59.1% | +276.8% | +244.0% |
| 5Y | +113.8% | +89.0% | +24.8% | +55.7% |
| All | +1,449.6% | +185.9% | +1,263.7% | +849.8% |
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