+420.8%
RSG vs EL
+26.1%
+394.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | 0.0% | -6.5% | +6.5% | +0.9% |
| 30D | +4.0% | +11.1% | -7.2% | +2.2% |
| 3M | +7.4% | +10.7% | -3.3% | +5.5% |
| 6M | +0.1% | +6.9% | -6.8% | -1.7% |
| YTD | +6.0% | -6.3% | +12.3% | +5.5% |
| 1Y | -3.0% | +13.5% | -16.4% | -6.8% |
| 3Y | +56.5% | -33.1% | +89.6% | +60.9% |
| 5Y | +90.9% | -68.8% | +159.7% | +136.4% |
| All | +420.8% | +26.1% | +394.7% | +363.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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