+56.3%
RSG vs DRI
+54.2%
+2.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | 0.0% | -4.8% | +4.8% | +0.6% |
| 30D | +3.7% | -3.9% | +7.6% | +4.1% |
| 3M | +6.2% | +5.1% | +1.1% | +5.4% |
| 6M | -2.8% | +5.5% | -8.3% | -3.6% |
| YTD | +5.9% | +16.5% | -10.6% | +3.5% |
| 1Y | -1.8% | +2.0% | -3.8% | -2.3% |
| All | +56.3% | +54.2% | +2.2% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling