+24.3%
RSG vs AR
+11.3%
+13.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.5% | +7.4% | -4.9% | +1.8% |
| 30D | +12.7% | +5.8% | +7.0% | +11.9% |
| 3M | +17.9% | +5.2% | +12.7% | +17.0% |
| 6M | +25.0% | +5.4% | +19.5% | +23.8% |
| YTD | +20.8% | +12.4% | +8.4% | +19.0% |
| 1Y | +24.3% | +12.8% | +11.5% | +22.4% |
| All | +24.3% | +11.3% | +13.0% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling