+178.5%
RCL vs RSG
+56.9%
+121.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -0.5% | -0.7% | +0.3% | -0.3% |
| 30D | -17.3% | +3.3% | -20.6% | -18.0% |
| 3M | -2.8% | +8.5% | -11.2% | -5.2% |
| 6M | -4.4% | -3.5% | -0.9% | -2.5% |
| YTD | -4.2% | +5.5% | -9.7% | -6.9% |
| 1Y | -23.4% | -1.7% | -21.6% | -22.5% |
| All | +178.5% | +56.9% | +121.6% | +138.0% |
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