+420.8%
RSG vs ESI
+312.8%
+108.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | 0.0% | -4.6% | +4.7% | +0.6% |
| 30D | +4.0% | -10.5% | +14.5% | +5.4% |
| 3M | +7.4% | -19.8% | +27.2% | +10.0% |
| 6M | +0.1% | +5.8% | -5.7% | -2.9% |
| YTD | +6.0% | +38.3% | -32.3% | -2.3% |
| 1Y | -3.0% | +31.5% | -34.5% | -10.1% |
| 3Y | +56.5% | +80.7% | -24.2% | +33.1% |
| 5Y | +90.9% | +69.4% | +21.5% | +61.2% |
| All | +420.8% | +312.8% | +108.1% | +249.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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