+11.5%
RF vs RSG
-3.1%
+14.5%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +1.3% | +0.3% | +1.0% | +1.3% |
| 30D | -3.6% | +7.6% | -11.2% | -4.4% |
| 3M | +8.1% | +7.4% | +0.7% | +7.4% |
| 6M | +11.5% | -3.3% | +14.7% | +8.2% |
| All | +11.5% | -3.1% | +14.5% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling