+89.5%
RSG vs DD
+57.4%
+32.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.6% |
| 7D | -1.8% | -2.9% | +1.1% | -1.5% |
| 30D | +2.8% | -11.5% | +14.3% | +4.0% |
| 3M | +4.3% | -5.4% | +9.7% | +4.7% |
| 6M | -0.5% | -6.9% | +6.4% | -0.3% |
| YTD | +5.2% | +6.9% | -1.7% | +3.2% |
| 1Y | -2.1% | +35.6% | -37.8% | -7.6% |
| 3Y | +56.5% | +42.5% | +14.0% | +43.8% |
| 5Y | +89.5% | +58.5% | +31.0% | +67.1% |
| All | +89.5% | +57.4% | +32.1% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling