+420.8%
RSG vs DG
+101.8%
+319.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | 0.0% | -6.5% | +6.5% | +1.0% |
| 30D | +4.0% | +4.2% | -0.2% | +3.3% |
| 3M | +7.4% | +9.5% | -2.1% | +5.7% |
| 6M | +0.1% | -13.1% | +13.2% | +1.8% |
| YTD | +6.0% | -4.8% | +10.9% | +6.1% |
| 1Y | -3.0% | +20.6% | -23.6% | -6.7% |
| 3Y | +56.5% | +4.9% | +51.6% | +49.3% |
| 5Y | +90.9% | -37.9% | +128.8% | +102.5% |
| All | +420.8% | +101.8% | +319.1% | +337.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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