+1,994.5%
RSG vs DRI
+4,221.1%
-2,226.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | +7.6% | +3.8% | +3.7% | +6.6% |
| 3M | +7.4% | +13.0% | -5.6% | +4.5% |
| 6M | -3.3% | +8.3% | -11.6% | -5.3% |
| YTD | +6.0% | +20.6% | -14.6% | +1.2% |
| 1Y | -3.7% | +6.5% | -10.1% | -5.7% |
| 3Y | +59.1% | +53.7% | +5.4% | +42.0% |
| 5Y | +89.0% | +72.7% | +16.4% | +62.1% |
| 10Y | +412.5% | +363.2% | +49.4% | +227.1% |
| All | +1,994.5% | +4,221.1% | -2,226.5% | +619.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling