+449.1%
PL vs RSG
+59.3%
+389.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.4% |
| 7D | -9.3% | +0.3% | -9.6% | -9.3% |
| 30D | -18.9% | +7.6% | -26.5% | -18.2% |
| 3M | -58.4% | +7.4% | -65.8% | -58.2% |
| 6M | -30.3% | -3.3% | -27.0% | -28.2% |
| YTD | -8.1% | +6.0% | -14.1% | -7.7% |
| 1Y | +180.5% | -3.7% | +184.2% | +189.0% |
| All | +449.1% | +59.3% | +389.8% | +373.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling