+99.1%
RSG vs ALC
-9.1%
+108.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.7% |
| 7D | +2.5% | -1.1% | +3.6% | +2.7% |
| 30D | +12.7% | +16.0% | -3.3% | +9.0% |
| 3M | +17.9% | +0.8% | +17.1% | +17.5% |
| 6M | +25.0% | +16.8% | +8.1% | +20.5% |
| YTD | +20.8% | -5.5% | +26.3% | +21.2% |
| 1Y | +24.3% | -5.3% | +29.5% | +24.6% |
| 3Y | +65.3% | +4.1% | +61.2% | +59.1% |
| All | +99.1% | -9.1% | +108.2% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling