+2,287.0%
RSG vs EL
+780.5%
+1,506.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +2.5% | +1.5% | +1.0% | +2.1% |
| 30D | +12.7% | +10.0% | +2.7% | +10.3% |
| 3M | +17.9% | +28.4% | -10.5% | +11.2% |
| 6M | +25.0% | +37.1% | -12.1% | +15.6% |
| YTD | +20.8% | +7.8% | +13.0% | +15.9% |
| 1Y | +24.3% | +26.0% | -1.8% | +14.8% |
| 3Y | +65.3% | +3.8% | +61.4% | +50.7% |
| 5Y | +99.1% | -65.2% | +164.2% | +133.3% |
| 10Y | +452.4% | +62.1% | +390.2% | +313.4% |
| All | +2,287.0% | +780.5% | +1,506.5% | +773.4% |
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