+275.1%
P vs RSG
+97.5%
+177.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.5% |
| 7D | -4.7% | +1.6% | -6.3% | -4.6% |
| 30D | -31.4% | +13.5% | -44.9% | -31.4% |
| 3M | -2.6% | +16.3% | -18.9% | -2.8% |
| 6M | +21.9% | +26.9% | -4.9% | +19.4% |
| YTD | +58.9% | +19.1% | +39.9% | +57.5% |
| 1Y | +21.7% | +21.8% | -0.1% | +19.5% |
| 3Y | +193.3% | +63.5% | +129.8% | +144.6% |
| 5Y | +275.1% | +98.6% | +176.5% | +171.9% |
| All | +275.1% | +97.5% | +177.6% | +171.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling