+547.6%
P vs RSG
+623.4%
-75.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +2.8% |
| 7D | +17.8% | +1.4% | +16.4% | +17.2% |
| 30D | -29.9% | +15.0% | -44.9% | -34.3% |
| 3M | -1.2% | +18.5% | -19.6% | -8.8% |
| 6M | +32.1% | +25.8% | +6.3% | +16.9% |
| YTD | +64.3% | +20.8% | +43.5% | +47.3% |
| 1Y | +24.3% | +24.8% | -0.5% | +8.8% |
| 3Y | +203.2% | +65.9% | +137.3% | +113.4% |
| 5Y | +290.4% | +99.1% | +191.4% | +138.6% |
| 10Y | +680.9% | +452.4% | +228.5% | +153.2% |
| All | +547.6% | +623.4% | -75.8% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling