+420.8%
RSG vs DRI
+353.8%
+67.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.5% |
| 7D | 0.0% | -3.2% | +3.2% | +0.7% |
| 30D | +4.0% | -7.8% | +11.8% | +5.6% |
| 3M | +7.4% | +0.4% | +7.0% | +7.2% |
| 6M | +0.1% | +4.8% | -4.7% | -1.1% |
| YTD | +6.0% | +16.7% | -10.7% | +2.3% |
| 1Y | -3.0% | +1.5% | -4.4% | -4.0% |
| 3Y | +56.5% | +56.3% | +0.2% | +40.2% |
| 5Y | +90.9% | +66.4% | +24.5% | +66.5% |
| All | +420.8% | +353.8% | +67.0% | +261.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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