+56.3%
RSG vs A
+29.6%
+26.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | 0.0% | -4.4% | +4.4% | +0.2% |
| 30D | +3.7% | -2.7% | +6.3% | +3.8% |
| 3M | +6.2% | +7.0% | -0.9% | +5.7% |
| 6M | -2.8% | +24.6% | -27.4% | -4.1% |
| YTD | +5.9% | +7.0% | -1.1% | +5.7% |
| 1Y | -1.8% | +15.6% | -17.3% | -2.7% |
| All | +56.3% | +29.6% | +26.7% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling