+132.2%
RF vs RSG
+2,015.2%
-1,883.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.4% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | -3.6% | +7.6% | -11.2% | -6.7% |
| 3M | +8.1% | +7.4% | +0.7% | +4.5% |
| 6M | +11.5% | -3.3% | +14.7% | +12.4% |
| YTD | +15.6% | +6.0% | +9.6% | +11.9% |
| 1Y | +15.7% | -3.7% | +19.3% | +16.4% |
| 3Y | +86.9% | +59.1% | +27.8% | +49.6% |
| 5Y | +89.8% | +89.0% | +0.8% | +39.5% |
| 10Y | +344.7% | +412.5% | -67.8% | +124.3% |
| All | +132.2% | +2,015.2% | -1,883.1% | -16.5% |
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