+1,979.2%
RSG vs DTE
+1,177.0%
+802.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.1% |
| 7D | -1.8% | -2.0% | +0.2% | -0.9% |
| 30D | +2.8% | -2.4% | +5.2% | +3.8% |
| 3M | +4.3% | -7.3% | +11.6% | +7.8% |
| 6M | -0.5% | -7.6% | +7.1% | +2.9% |
| YTD | +5.2% | +5.8% | -0.6% | +2.5% |
| 1Y | -2.1% | +2.3% | -4.5% | -3.4% |
| 3Y | +56.5% | +45.0% | +11.5% | +31.4% |
| 5Y | +89.5% | +33.2% | +56.3% | +64.2% |
| 10Y | +424.8% | +141.4% | +283.4% | +242.9% |
| All | +1,979.2% | +1,177.0% | +802.2% | +563.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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