+1,119.0%
RSG vs BR
+1,281.7%
-162.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | 0.0% | -5.0% | +5.0% | +1.9% |
| 30D | +3.7% | -2.5% | +6.1% | +4.5% |
| 3M | +6.2% | +13.5% | -7.3% | +0.6% |
| 6M | -2.8% | -9.4% | +6.6% | 0.0% |
| YTD | +5.9% | -23.3% | +29.2% | +15.7% |
| 1Y | -1.8% | -31.6% | +29.8% | +12.4% |
| 3Y | +57.5% | -5.1% | +62.6% | +56.3% |
| 5Y | +91.1% | +8.2% | +82.9% | +77.1% |
| 10Y | +428.1% | +189.8% | +238.2% | +222.2% |
| All | +1,119.0% | +1,281.7% | -162.7% | +272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling