+734.7%
RSG vs ESI
+226.4%
+508.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.5% |
| 7D | -0.7% | +5.4% | -6.1% | -1.3% |
| 30D | +3.3% | -4.2% | +7.5% | +3.7% |
| 3M | +8.5% | -9.6% | +18.1% | +9.0% |
| 6M | -3.5% | +18.3% | -21.8% | -6.8% |
| YTD | +5.5% | +45.8% | -40.3% | -1.1% |
| 1Y | -1.7% | +39.2% | -40.9% | -7.6% |
| 3Y | +56.9% | +86.3% | -29.4% | +39.7% |
| 5Y | +89.4% | +76.2% | +13.2% | +67.8% |
| 10Y | +412.5% | +306.8% | +105.8% | +295.7% |
| All | +734.7% | +226.4% | +508.2% | +584.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling