+2,228.4%
RSG vs ES
+910.7%
+1,317.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +0.3% | -0.1% | +0.4% | +0.4% |
| 30D | +13.8% | +5.7% | +8.1% | +11.4% |
| 3M | +15.4% | -2.8% | +18.2% | +16.5% |
| 6M | +24.1% | +7.0% | +17.2% | +20.8% |
| YTD | +17.8% | +6.8% | +11.1% | +14.4% |
| 1Y | +21.5% | -0.5% | +21.9% | +20.4% |
| 3Y | +63.3% | +47.2% | +16.1% | +35.2% |
| 5Y | +97.3% | +2.3% | +95.0% | +87.6% |
| 10Y | +448.1% | +85.6% | +362.5% | +302.5% |
| All | +2,228.4% | +910.7% | +1,317.7% | +910.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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