+89.5%
RSG vs A
-16.6%
+106.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -1.8% | -4.6% | +2.8% | -1.2% |
| 30D | +2.8% | -4.3% | +7.1% | +3.3% |
| 3M | +4.3% | +8.9% | -4.6% | +2.9% |
| 6M | -0.5% | +24.5% | -25.0% | -4.1% |
| YTD | +5.2% | +5.8% | -0.6% | +4.1% |
| 1Y | -2.1% | +16.2% | -18.4% | -5.0% |
| 3Y | +56.5% | +28.5% | +28.1% | +45.0% |
| 5Y | +89.5% | -16.3% | +105.8% | +94.7% |
| All | +89.5% | -16.6% | +106.1% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling