+2,258.3%
O vs RSG
+2,015.2%
+243.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | -1.9% | +7.6% | -9.5% | -4.1% |
| 3M | +3.8% | +7.4% | -3.6% | +1.5% |
| 6M | -4.7% | -3.3% | -1.5% | -4.0% |
| YTD | +12.5% | +6.0% | +6.5% | +10.2% |
| 1Y | +10.8% | -3.7% | +14.5% | +11.7% |
| 3Y | +28.8% | +59.1% | -30.3% | +10.6% |
| 5Y | +13.2% | +89.0% | -75.8% | -8.3% |
| 10Y | +53.5% | +412.5% | -359.1% | -3.6% |
| All | +2,258.3% | +2,015.2% | +243.1% | +1,047.7% |
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 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