+84.4%
PL vs RSG
-2.3%
+86.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -2.1% |
| 7D | -7.5% | -0.7% | -6.8% | -8.0% |
| 30D | -25.6% | +3.3% | -28.9% | -23.6% |
| 3M | -45.6% | +8.5% | -54.1% | -42.3% |
| 6M | -29.5% | -3.5% | -26.0% | -23.5% |
| YTD | -9.7% | +5.5% | -15.2% | -3.7% |
| 1Y | +84.4% | -1.7% | +86.1% | +100.2% |
| All | +84.4% | -2.3% | +86.7% | +100.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling