+1,994.8%
RSG vs DGX
+6,005.3%
-4,010.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | 0.0% | -0.9% | +0.9% | +0.3% |
| 30D | +4.0% | -1.2% | +5.1% | +4.3% |
| 3M | +7.4% | +15.8% | -8.4% | +3.0% |
| 6M | +0.1% | +18.2% | -18.1% | -4.7% |
| YTD | +6.0% | +37.2% | -31.2% | -3.4% |
| 1Y | -3.0% | +30.4% | -33.3% | -10.4% |
| 3Y | +56.5% | +96.7% | -40.2% | +27.7% |
| 5Y | +90.9% | +67.2% | +23.8% | +61.7% |
| 10Y | +428.7% | +253.9% | +174.8% | +257.0% |
| All | +1,994.8% | +6,005.3% | -4,010.5% | +298.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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