+417.0%
RSG vs CAPR
-78.6%
+495.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.6% |
| 7D | -1.8% | -10.6% | +8.8% | -1.7% |
| 30D | +2.8% | +111.2% | -108.4% | +2.3% |
| 3M | +4.3% | -67.2% | +71.5% | +4.5% |
| 6M | -0.5% | -75.1% | +74.6% | -0.2% |
| YTD | +5.2% | -71.2% | +76.5% | +5.4% |
| 1Y | -2.1% | +31.1% | -33.3% | -4.2% |
| 3Y | +56.5% | +31.3% | +25.2% | +51.4% |
| 5Y | +89.5% | +69.4% | +20.1% | +82.0% |
| All | +417.0% | -78.6% | +495.6% | +386.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling