+21.9%
P vs RSG
+25.7%
-3.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +5.5% |
| 7D | -4.7% | +1.6% | -6.3% | -1.8% |
| 30D | -31.4% | +13.5% | -44.9% | -16.3% |
| 3M | -2.6% | +16.3% | -18.9% | +22.8% |
| 6M | +21.9% | +26.9% | -4.9% | +74.3% |
| All | +21.9% | +25.7% | -3.7% | +74.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling