+79.9%
PL vs RSG
+122.8%
-42.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -7.5% | -0.7% | -6.8% | -7.4% |
| 30D | -25.6% | +3.3% | -28.9% | -26.0% |
| 3M | -45.6% | +8.5% | -54.1% | -46.9% |
| 6M | -29.5% | -3.5% | -26.0% | -28.7% |
| YTD | -9.7% | +5.5% | -15.2% | -11.7% |
| 1Y | +84.4% | -1.7% | +86.1% | +84.8% |
| 3Y | +550.0% | +56.9% | +493.1% | +425.2% |
| 5Y | +79.0% | +89.4% | -10.4% | +38.1% |
| All | +79.9% | +122.8% | -42.9% | +37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling