+417.0%
RSG vs ALM
+2,776.7%
-2,359.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +9.0% | -0.6% |
| 7D | -1.8% | -7.1% | +5.3% | -1.8% |
| 30D | +2.8% | +24.7% | -21.9% | +2.8% |
| 3M | +4.3% | +8.3% | -4.0% | +4.3% |
| 6M | -0.5% | -22.2% | +21.6% | -0.4% |
| YTD | +5.2% | +88.1% | -82.9% | +4.9% |
| 1Y | -2.1% | +272.4% | -274.5% | -2.7% |
| 3Y | +56.5% | +2,004.1% | -1,947.6% | +54.9% |
| 5Y | +89.5% | +915.8% | -826.3% | +87.8% |
| All | +417.0% | +2,776.7% | -2,359.8% | +415.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling