+158.7%
P vs RSG
+55.3%
+103.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.5% |
| 7D | +7.8% | -0.7% | +8.6% | +7.5% |
| 30D | +12.3% | +3.3% | +9.0% | +13.7% |
| 3M | +37.1% | +8.5% | +28.6% | +41.1% |
| 6M | +66.1% | -3.5% | +69.6% | +68.7% |
| YTD | +50.9% | +5.5% | +45.4% | +55.6% |
| 1Y | +27.2% | -1.7% | +28.9% | +31.2% |
| 3Y | +158.7% | +56.9% | +101.8% | +205.0% |
| All | +158.7% | +55.3% | +103.4% | +205.0% |
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