+2,372.1%
RSG vs BB
+266.8%
+2,105.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.6% |
| 7D | -0.7% | +0.5% | -1.3% | -0.8% |
| 30D | +3.3% | -12.4% | +15.7% | +3.9% |
| 3M | +8.5% | -15.3% | +23.8% | +8.9% |
| 6M | -3.5% | +128.8% | -132.3% | -8.7% |
| YTD | +5.5% | +107.7% | -102.2% | +0.3% |
| 1Y | -1.7% | +103.9% | -105.6% | -6.7% |
| 3Y | +56.9% | +72.6% | -15.7% | +47.5% |
| 5Y | +89.4% | -24.3% | +113.6% | +83.7% |
| 10Y | +412.5% | +3.1% | +409.4% | +355.8% |
| All | +2,372.1% | +266.8% | +2,105.4% | +2,038.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling