+420.8%
RSG vs A
+256.4%
+164.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.1% |
| 7D | 0.0% | -2.6% | +2.6% | +0.6% |
| 30D | +4.0% | -0.9% | +4.8% | +4.0% |
| 3M | +7.4% | +13.6% | -6.3% | +3.7% |
| 6M | +0.1% | +27.8% | -27.7% | -6.9% |
| YTD | +6.0% | +8.6% | -2.6% | +2.8% |
| 1Y | -3.0% | +16.9% | -19.8% | -8.2% |
| 3Y | +56.5% | +32.9% | +23.6% | +37.5% |
| 5Y | +90.9% | -14.1% | +105.0% | +91.6% |
| All | +420.8% | +256.4% | +164.4% | +234.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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