+49.3%
RMD vs RSG
+56.5%
-7.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | 0.0% |
| 7D | -4.2% | -1.8% | -2.4% | -3.7% |
| 30D | -2.1% | +2.8% | -4.8% | -2.8% |
| 3M | +13.8% | +4.3% | +9.5% | +12.3% |
| 6M | -10.6% | -0.5% | -10.1% | -10.8% |
| YTD | -8.1% | +5.2% | -13.3% | -9.6% |
| 1Y | -18.0% | -2.1% | -15.8% | -17.8% |
| All | +49.3% | +56.5% | -7.3% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling