+4,972.4%
RSG vs A
+543.3%
+4,429.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | +2.5% | -0.5% | +2.9% | +2.5% |
| 30D | +12.7% | 0.0% | +12.7% | +12.6% |
| 3M | +17.9% | +16.7% | +1.2% | +14.4% |
| 6M | +25.0% | +54.8% | -29.8% | +14.7% |
| YTD | +20.8% | +28.8% | -8.0% | +14.2% |
| 1Y | +24.3% | +19.3% | +5.0% | +19.1% |
| 3Y | +65.3% | +65.5% | -0.3% | +46.7% |
| 5Y | +99.1% | +12.1% | +87.0% | +87.6% |
| 10Y | +452.4% | +305.4% | +147.0% | +311.3% |
| All | +4,972.4% | +543.3% | +4,429.1% | +3,018.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling