+26.4%
P vs RSG
-3.6%
+30.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +0.4% |
| 7D | +6.5% | +0.3% | +6.3% | +6.7% |
| 30D | +18.8% | +7.6% | +11.3% | +27.0% |
| 3M | +26.7% | +7.4% | +19.3% | +36.4% |
| 6M | +62.2% | -3.3% | +65.4% | +64.8% |
| YTD | +48.5% | +6.0% | +42.5% | +64.9% |
| 1Y | +26.4% | -3.7% | +30.1% | +37.7% |
| All | +26.4% | -3.6% | +30.0% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling