+338.5%
RF vs RSG
+418.8%
-80.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.9% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -4.0% | +3.7% | -7.7% | -6.5% |
| 3M | +5.6% | +6.2% | -0.6% | +0.7% |
| 6M | +13.1% | -2.8% | +15.8% | +14.2% |
| YTD | +13.6% | +5.9% | +7.7% | +7.4% |
| 1Y | +16.0% | -1.8% | +17.7% | +15.4% |
| 3Y | +90.2% | +57.5% | +32.7% | +24.8% |
| 5Y | +87.0% | +91.1% | -4.1% | -1.2% |
| 10Y | +338.5% | +428.1% | -89.6% | +14.2% |
| All | +338.5% | +418.8% | -80.3% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling