+90.0%
RSG vs BR
+8.0%
+82.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | 0.0% | -3.0% | +3.0% | +1.0% |
| 30D | +4.0% | -0.3% | +4.3% | +4.0% |
| 3M | +7.4% | +17.3% | -9.9% | +1.5% |
| 6M | +0.1% | -6.7% | +6.8% | +1.9% |
| YTD | +6.0% | -23.4% | +29.5% | +15.7% |
| 1Y | -3.0% | -32.7% | +29.7% | +11.2% |
| 3Y | +56.5% | -5.9% | +62.4% | +56.3% |
| All | +90.0% | +8.0% | +82.0% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 5y: compounded portfolio wealth divided by compounded BR 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…
5y analysis · Full analysis span regression · 6 months rolling