+9,382.5%
RMD vs RSG
+2,005.0%
+7,377.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | -4.5% | -0.7% | -3.7% | -4.2% |
| 30D | +4.6% | +3.3% | +1.3% | +3.5% |
| 3M | +14.8% | +8.5% | +6.3% | +11.8% |
| 6M | -12.1% | -3.5% | -8.5% | -11.3% |
| YTD | -7.5% | +5.5% | -13.0% | -9.2% |
| 1Y | -20.1% | -1.7% | -18.3% | -19.9% |
| 3Y | +53.9% | +56.9% | -3.0% | +32.5% |
| 5Y | -22.2% | +89.4% | -111.6% | -36.9% |
| 10Y | +268.2% | +412.5% | -144.3% | +127.4% |
| All | +9,382.5% | +2,005.0% | +7,377.5% | +3,767.7% |
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