+1,239.6%
RSG vs CAPR
-99.0%
+1,338.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.7% | +10.2% | +1.5% |
| 7D | +1.4% | +19.1% | -17.6% | +1.3% |
| 30D | +15.0% | +48.8% | -33.8% | +14.8% |
| 3M | +18.5% | +144.4% | -125.9% | +17.8% |
| 6M | +25.8% | -67.5% | +93.3% | +25.9% |
| YTD | +20.8% | -64.5% | +85.3% | +20.8% |
| 1Y | +24.8% | +74.4% | -49.6% | +22.5% |
| 3Y | +65.9% | +265.7% | -199.8% | +61.0% |
| 5Y | +99.1% | +196.0% | -96.9% | +92.8% |
| 10Y | +452.4% | -62.4% | +514.8% | +426.0% |
| All | +1,239.6% | -99.0% | +1,338.6% | +1,154.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling