+56.9%
RSG vs AR
+44.7%
+12.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.4% |
| 7D | -0.7% | -1.8% | +1.1% | -0.6% |
| 30D | +3.3% | +12.6% | -9.3% | +2.4% |
| 3M | +8.5% | +10.0% | -1.6% | +7.6% |
| 6M | -3.5% | +0.6% | -4.2% | -3.8% |
| YTD | +5.5% | +13.4% | -7.9% | +4.3% |
| 1Y | -1.7% | +21.7% | -23.4% | -3.4% |
| 3Y | +56.9% | +45.8% | +11.1% | +52.6% |
| All | +56.9% | +44.7% | +12.2% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling