+887.3%
RSG vs AR
-28.5%
+915.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | +1.4% | +6.4% | -5.0% | +1.1% |
| 30D | +15.0% | +3.1% | +11.9% | +14.8% |
| 3M | +18.5% | +3.3% | +15.2% | +18.2% |
| 6M | +25.8% | +6.6% | +19.2% | +25.3% |
| YTD | +20.8% | +12.3% | +8.5% | +19.9% |
| 1Y | +24.8% | +12.3% | +12.5% | +23.8% |
| 3Y | +65.9% | +50.4% | +15.4% | +61.5% |
| 5Y | +99.1% | +101.0% | -1.9% | +90.0% |
| 10Y | +452.4% | +57.5% | +394.9% | +383.2% |
| All | +887.3% | -28.5% | +915.8% | +783.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling