+165.5%
RSG vs COMP
-52.0%
+217.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.7% | -11.8% | -1.2% |
| 7D | +1.2% | +13.4% | -12.3% | +1.0% |
| 30D | +14.2% | +11.1% | +3.1% | +14.0% |
| 3M | +18.2% | -18.8% | +37.0% | +18.4% |
| 6M | +24.4% | +10.5% | +13.9% | +24.0% |
| YTD | +17.9% | -3.4% | +21.3% | +17.7% |
| 1Y | +22.3% | +19.7% | +2.6% | +21.6% |
| 3Y | +65.1% | +381.6% | -316.5% | +59.1% |
| 5Y | +97.9% | -17.6% | +115.5% | +90.5% |
| All | +165.5% | -52.0% | +217.5% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling