+89.5%
RSG vs EL
-69.5%
+159.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.5% |
| 7D | -1.8% | -4.4% | +2.6% | -1.5% |
| 30D | +2.8% | +10.3% | -7.5% | +2.0% |
| 3M | +4.3% | +13.4% | -9.1% | +3.3% |
| 6M | -0.5% | +3.1% | -3.6% | -1.0% |
| YTD | +5.2% | -6.9% | +12.1% | +5.2% |
| 1Y | -2.1% | +11.9% | -14.0% | -3.8% |
| 3Y | +56.5% | -33.8% | +90.3% | +60.5% |
| 5Y | +89.5% | -69.0% | +158.5% | +129.0% |
| All | +89.5% | -69.5% | +159.0% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling