+271.5%
RMD vs RSG
+428.9%
-157.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -1.0% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -3.1% | +4.0% | -7.1% | -5.3% |
| 3M | +13.8% | +7.4% | +6.4% | +8.8% |
| 6M | -8.6% | +0.1% | -8.7% | -9.2% |
| YTD | -8.6% | +6.0% | -14.7% | -12.3% |
| 1Y | -19.7% | -3.0% | -16.7% | -18.9% |
| 3Y | +48.4% | +56.5% | -8.1% | +7.4% |
| 5Y | -22.7% | +90.9% | -113.7% | -51.8% |
| All | +271.5% | +428.9% | -157.5% | +22.6% |
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