+1,994.5%
RSG vs EL
+718.4%
+1,276.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.0% | -1.7% |
| 7D | +0.3% | +0.8% | -0.5% | +0.1% |
| 30D | +7.6% | +19.8% | -12.3% | +3.2% |
| 3M | +7.4% | +25.7% | -18.3% | +1.8% |
| 6M | -3.3% | +5.4% | -8.7% | -5.7% |
| YTD | +6.0% | +0.2% | +5.8% | +3.5% |
| 1Y | -3.7% | +20.4% | -24.1% | -10.3% |
| 3Y | +59.1% | -32.1% | +91.2% | +60.4% |
| 5Y | +89.0% | -67.2% | +156.2% | +124.2% |
| 10Y | +412.5% | +31.7% | +380.8% | +304.3% |
| All | +1,994.5% | +718.4% | +1,276.1% | +680.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling