+91.1%
RSG vs CAPR
+76.3%
+14.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.4% |
| 7D | 0.0% | -12.6% | +12.6% | 0.0% |
| 30D | +3.7% | +124.4% | -120.8% | +3.4% |
| 3M | +6.2% | -66.8% | +72.9% | +6.2% |
| 6M | -2.8% | -71.8% | +69.0% | -2.7% |
| YTD | +5.9% | -70.1% | +76.0% | +5.9% |
| 1Y | -1.8% | +33.3% | -35.1% | -2.9% |
| 3Y | +57.5% | +36.7% | +20.8% | +53.3% |
| 5Y | +91.1% | +72.5% | +18.6% | +87.8% |
| All | +91.1% | +76.3% | +14.8% | +87.8% |
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