+227.1%
RCL vs RSG
+90.2%
+136.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -15.7% | +3.7% | -19.3% | -16.9% |
| 3M | -8.0% | +6.2% | -14.1% | -10.6% |
| 6M | -10.1% | -2.8% | -7.4% | -9.2% |
| YTD | -5.9% | +5.9% | -11.8% | -9.6% |
| 1Y | -23.5% | -1.8% | -21.7% | -23.3% |
| 3Y | +174.4% | +57.5% | +116.9% | +110.8% |
| 5Y | +227.1% | +91.1% | +136.1% | +133.4% |
| All | +227.1% | +90.2% | +136.9% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling