+19.6%
RSG vs COMP
+23.8%
-4.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.7% | -6.7% | +1.3% |
| 7D | +5.1% | +9.5% | -4.3% | +5.5% |
| 30D | +15.3% | +8.1% | +7.2% | +15.6% |
| 3M | +18.6% | -16.3% | +34.9% | +17.5% |
| 6M | +19.5% | +42.2% | -22.7% | +21.8% |
| YTD | +17.2% | -5.0% | +22.2% | +20.7% |
| 1Y | +19.6% | +20.1% | -0.5% | +25.1% |
| All | +19.6% | +23.8% | -4.2% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling