+448.0%
RSG vs CAPR
-65.7%
+513.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | 0.0% |
| 7D | +2.5% | +5.9% | -3.4% | +2.4% |
| 30D | +12.7% | +44.6% | -31.9% | +12.4% |
| 3M | +17.9% | +126.4% | -108.4% | +17.2% |
| 6M | +25.0% | -68.6% | +93.6% | +25.2% |
| YTD | +20.8% | -67.0% | +87.8% | +20.9% |
| 1Y | +24.3% | +65.2% | -40.9% | +21.5% |
| 3Y | +65.3% | +235.6% | -170.3% | +58.6% |
| 5Y | +99.1% | +175.4% | -76.4% | +90.4% |
| All | +448.0% | -65.7% | +513.7% | +412.2% |
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