+448.0%
RSG vs DRI
+331.7%
+116.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.5% | +1.1% | +1.4% | +2.3% |
| 30D | +12.7% | +9.7% | +3.0% | +10.7% |
| 3M | +17.9% | +3.2% | +14.8% | +17.1% |
| 6M | +25.0% | +20.6% | +4.4% | +20.1% |
| YTD | +20.8% | +28.3% | -7.4% | +14.3% |
| 1Y | +24.3% | +34.5% | -10.3% | +16.4% |
| 3Y | +65.3% | +66.5% | -1.3% | +46.3% |
| 5Y | +99.1% | +79.6% | +19.4% | +71.3% |
| All | +448.0% | +331.7% | +116.2% | +296.9% |
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