+56.9%
RSG vs CAPR
+42.0%
+14.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.5% |
| 7D | -0.7% | -9.5% | +8.7% | -0.7% |
| 30D | +3.3% | +121.5% | -118.2% | +3.1% |
| 3M | +8.5% | -65.4% | +73.8% | +8.5% |
| 6M | -3.5% | -67.5% | +64.0% | -3.5% |
| YTD | +5.5% | -68.6% | +74.1% | +5.5% |
| 1Y | -1.7% | +42.7% | -44.4% | -2.6% |
| 3Y | +56.9% | +43.4% | +13.5% | +54.7% |
| All | +56.9% | +42.0% | +14.9% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling