+420.8%
RSG vs DD
+66.6%
+354.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | 0.0% | -3.5% | +3.5% | +0.8% |
| 30D | +4.0% | -11.7% | +15.6% | +6.7% |
| 3M | +7.4% | -9.2% | +16.6% | +9.3% |
| 6M | +0.1% | -7.2% | +7.3% | +0.8% |
| YTD | +6.0% | +6.6% | -0.6% | +3.0% |
| 1Y | -3.0% | +32.0% | -35.0% | -10.9% |
| 3Y | +56.5% | +42.1% | +14.4% | +37.4% |
| 5Y | +90.9% | +58.1% | +32.9% | +58.9% |
| All | +420.8% | +66.6% | +354.3% | +280.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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