+1,984.4%
RSG vs DD
+441.6%
+1,542.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | +3.3% | -7.4% | +10.7% | +5.3% |
| 3M | +8.5% | -6.4% | +14.9% | +9.9% |
| 6M | -3.5% | -2.5% | -1.0% | -3.9% |
| YTD | +5.5% | +10.2% | -4.8% | +1.4% |
| 1Y | -1.7% | +36.9% | -38.7% | -11.3% |
| 3Y | +56.9% | +47.0% | +9.9% | +35.2% |
| 5Y | +89.4% | +63.1% | +26.2% | +55.3% |
| 10Y | +412.5% | +68.2% | +344.4% | +291.3% |
| All | +1,984.4% | +441.6% | +1,542.8% | +767.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling