+89.8%
RF vs RSG
+91.5%
-1.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +2.7% | -0.7% | +3.4% | +2.9% |
| 30D | -3.4% | +3.3% | -6.7% | -4.4% |
| 3M | +6.4% | +8.5% | -2.1% | +3.4% |
| 6M | +13.4% | -3.5% | +16.9% | +14.5% |
| YTD | +14.2% | +5.5% | +8.8% | +11.6% |
| 1Y | +15.7% | -1.7% | +17.4% | +15.8% |
| 3Y | +91.3% | +56.9% | +34.4% | +55.9% |
| 5Y | +89.8% | +89.4% | +0.4% | +45.4% |
| All | +89.8% | +91.5% | -1.8% | +45.4% |
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