+4,350.8%
RSG vs A
+457.0%
+3,893.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +0.3% | -1.9% | +2.2% | +0.6% |
| 30D | +7.6% | +6.9% | +0.7% | +6.2% |
| 3M | +7.4% | +9.2% | -1.8% | +5.6% |
| 6M | -3.3% | +25.7% | -29.0% | -7.8% |
| YTD | +6.0% | +11.5% | -5.5% | +3.1% |
| 1Y | -3.7% | +18.4% | -22.0% | -7.5% |
| 3Y | +59.1% | +26.6% | +32.5% | +48.4% |
| 5Y | +89.0% | -12.8% | +101.8% | +86.7% |
| 10Y | +412.5% | +247.2% | +165.3% | +292.9% |
| All | +4,350.8% | +457.0% | +3,893.8% | +2,714.0% |
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