+89.5%
RSG vs DG
-39.4%
+128.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.5% |
| 7D | -1.8% | -6.3% | +4.5% | -1.3% |
| 30D | +2.8% | +2.4% | +0.4% | +2.5% |
| 3M | +4.3% | +12.4% | -8.1% | +3.2% |
| 6M | -0.5% | -14.9% | +14.4% | +0.6% |
| YTD | +5.2% | -6.1% | +11.3% | +5.4% |
| 1Y | -2.1% | +17.9% | -20.0% | -4.0% |
| 3Y | +56.5% | +3.1% | +53.4% | +53.0% |
| 5Y | +89.5% | -38.7% | +128.2% | +97.8% |
| All | +89.5% | -39.4% | +128.9% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling