+448.0%
RSG vs AR
+57.4%
+390.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.5% | +7.4% | -4.9% | +2.1% |
| 30D | +12.7% | +5.8% | +7.0% | +12.4% |
| 3M | +17.9% | +5.2% | +12.7% | +17.5% |
| 6M | +25.0% | +5.4% | +19.5% | +24.5% |
| YTD | +20.8% | +12.4% | +8.4% | +19.8% |
| 1Y | +24.3% | +12.8% | +11.5% | +23.2% |
| 3Y | +65.3% | +47.2% | +18.1% | +60.7% |
| 5Y | +99.1% | +101.1% | -2.1% | +89.5% |
| All | +448.0% | +57.4% | +390.6% | +374.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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