+863.3%
RSG vs AR
-33.4%
+896.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | +1.2% | -14.3% | +15.4% | +1.8% |
| 30D | +14.2% | +1.4% | +12.8% | +14.1% |
| 3M | +18.2% | +3.4% | +14.8% | +17.9% |
| 6M | +24.4% | -2.1% | +26.4% | +24.3% |
| YTD | +17.9% | +4.7% | +13.2% | +17.4% |
| 1Y | +22.3% | +10.6% | +11.7% | +21.5% |
| 3Y | +65.1% | +24.6% | +40.6% | +62.1% |
| 5Y | +97.9% | +71.9% | +26.0% | +90.1% |
| 10Y | +464.6% | +46.4% | +418.3% | +395.5% |
| All | +863.3% | -33.4% | +896.6% | +765.0% |
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