+2,287.0%
RSG vs ED
+833.9%
+1,453.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | +2.5% | +2.1% | +0.4% | +1.7% |
| 30D | +12.7% | +10.4% | +2.3% | +8.4% |
| 3M | +17.9% | +12.5% | +5.4% | +12.5% |
| 6M | +25.0% | +14.9% | +10.1% | +18.3% |
| YTD | +20.8% | +24.8% | -4.0% | +10.6% |
| 1Y | +24.3% | +23.8% | +0.4% | +14.0% |
| 3Y | +65.3% | +51.6% | +13.6% | +38.9% |
| 5Y | +99.1% | +86.4% | +12.6% | +53.7% |
| 10Y | +452.4% | +145.4% | +306.9% | +278.8% |
| All | +2,287.0% | +833.9% | +1,453.1% | +1,124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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