+870.1%
RCL vs RSG
+2,015.2%
-1,145.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.4% |
| 7D | -5.1% | +0.3% | -5.4% | -5.2% |
| 30D | -19.0% | +7.6% | -26.6% | -22.0% |
| 3M | -9.6% | +7.4% | -17.0% | -13.3% |
| 6M | -6.7% | -3.3% | -3.4% | -6.3% |
| YTD | -3.9% | +6.0% | -9.9% | -8.2% |
| 1Y | -25.1% | -3.7% | -21.4% | -24.8% |
| 3Y | +179.1% | +59.1% | +120.0% | +115.0% |
| 5Y | +243.3% | +89.0% | +154.3% | +140.1% |
| 10Y | +325.8% | +412.5% | -86.7% | +91.7% |
| All | +870.1% | +2,015.2% | -1,145.2% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling