+137.6%
RSG vs COMP
-49.4%
+187.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.4% |
| 7D | -0.7% | +4.1% | -4.8% | -0.8% |
| 30D | +3.3% | -14.5% | +17.8% | +3.5% |
| 3M | +8.5% | +41.8% | -33.4% | +7.9% |
| 6M | -3.5% | +23.6% | -27.1% | -3.9% |
| YTD | +5.5% | +1.7% | +3.8% | +5.4% |
| 1Y | -1.7% | +12.6% | -14.3% | -2.1% |
| 3Y | +56.9% | +221.9% | -165.0% | +52.4% |
| 5Y | +89.4% | -28.1% | +117.5% | +81.5% |
| All | +137.6% | -49.4% | +187.0% | +125.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling