+196.3%
P vs RSG
+64.1%
+132.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.8% |
| 7D | -4.7% | +1.6% | -6.3% | -3.7% |
| 30D | -31.4% | +13.5% | -44.9% | -26.7% |
| 3M | -2.6% | +16.3% | -18.9% | +5.1% |
| 6M | +21.9% | +26.9% | -4.9% | +35.1% |
| YTD | +58.9% | +19.1% | +39.9% | +75.1% |
| 1Y | +21.7% | +21.8% | -0.1% | +34.3% |
| All | +196.3% | +64.1% | +132.3% | +312.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling