+485.4%
P vs RSG
+534.7%
-49.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.9% |
| 7D | +6.5% | +0.3% | +6.3% | +6.4% |
| 30D | +18.8% | +7.6% | +11.3% | +15.1% |
| 3M | +26.7% | +7.4% | +19.3% | +21.3% |
| 6M | +62.2% | -3.3% | +65.4% | +62.8% |
| YTD | +48.5% | +6.0% | +42.5% | +41.8% |
| 1Y | +26.4% | -3.7% | +30.1% | +26.1% |
| 3Y | +159.4% | +59.1% | +100.3% | +82.8% |
| 5Y | +275.8% | +89.0% | +186.8% | +130.4% |
| 10Y | +732.0% | +412.5% | +319.5% | +180.8% |
| All | +485.4% | +534.7% | -49.4% | +89.9% |
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 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