+56.2%
RIG vs RSG
+89.9%
-33.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -0.5% | +4.0% | -4.5% | -1.4% |
| 3M | -6.0% | +7.4% | -13.3% | -7.6% |
| 6M | -10.1% | +0.1% | -10.2% | -10.3% |
| YTD | +37.3% | +6.0% | +31.3% | +35.4% |
| 1Y | +73.9% | -3.0% | +76.9% | +74.5% |
| 3Y | -30.2% | +56.5% | -86.7% | -40.3% |
| All | +56.2% | +89.9% | -33.7% | +43.5% |
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 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