+56.5%
RSG vs BB
+64.9%
-8.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.8% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | +4.0% | -12.5% | +16.5% | +3.7% |
| 3M | +7.4% | -17.4% | +24.8% | +7.0% |
| 6M | +0.1% | +119.1% | -119.0% | +0.2% |
| YTD | +6.0% | +102.4% | -96.4% | +6.1% |
| 1Y | -3.0% | +98.2% | -101.2% | -3.0% |
| 3Y | +56.5% | +46.9% | +9.6% | +58.0% |
| All | +56.5% | +64.9% | -8.5% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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