+696.9%
P vs RSG
+418.8%
+278.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.2% |
| 7D | +5.0% | 0.0% | +5.0% | +5.0% |
| 30D | -0.9% | +3.7% | -4.6% | -2.5% |
| 3M | +38.7% | +6.2% | +32.5% | +33.6% |
| 6M | +54.4% | -2.8% | +57.2% | +54.5% |
| YTD | +44.8% | +5.9% | +39.0% | +38.3% |
| 1Y | +22.5% | -1.8% | +24.3% | +20.9% |
| 3Y | +148.2% | +57.5% | +90.7% | +74.7% |
| 5Y | +268.9% | +91.1% | +177.8% | +121.1% |
| 10Y | +696.9% | +428.1% | +268.8% | +151.8% |
| All | +696.9% | +418.8% | +278.1% | +151.8% |
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 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