+56.3%
RSG vs ALC
-16.2%
+72.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | 0.0% | -5.3% | +5.3% | +0.9% |
| 30D | +3.7% | -7.1% | +10.7% | +4.9% |
| 3M | +6.2% | +0.8% | +5.4% | +5.9% |
| 6M | -2.8% | -16.0% | +13.2% | -0.5% |
| YTD | +5.9% | -12.7% | +18.6% | +7.6% |
| 1Y | -1.8% | -12.8% | +11.1% | -0.2% |
| All | +56.3% | -16.2% | +72.5% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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