+98.6%
RSG vs CAPR
+219.7%
-121.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +26.5% | -25.8% | +0.6% |
| 7D | +1.6% | +25.8% | -24.2% | +1.5% |
| 30D | +13.5% | +50.2% | -36.7% | +13.3% |
| 3M | +16.3% | +185.5% | -169.2% | +15.9% |
| 6M | +26.9% | -64.8% | +91.7% | +26.9% |
| YTD | +19.1% | -61.1% | +80.2% | +19.0% |
| 1Y | +21.8% | +81.0% | -59.1% | +20.3% |
| 3Y | +63.5% | +300.7% | -237.2% | +56.9% |
| 5Y | +98.6% | +223.3% | -124.7% | +93.4% |
| All | +98.6% | +219.7% | -121.0% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling