+420.8%
RSG vs EXEL
+375.2%
+45.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | +0.9% |
| 7D | 0.0% | -4.9% | +4.9% | +0.4% |
| 30D | +4.0% | +11.4% | -7.4% | +3.0% |
| 3M | +7.4% | +4.9% | +2.5% | +6.8% |
| 6M | +0.1% | +34.4% | -34.3% | -2.7% |
| YTD | +6.0% | +28.0% | -22.0% | +3.4% |
| 1Y | -3.0% | +43.6% | -46.6% | -6.5% |
| 3Y | +56.5% | +155.2% | -98.7% | +41.3% |
| 5Y | +90.9% | +181.2% | -90.2% | +69.3% |
| All | +420.8% | +375.2% | +45.6% | +345.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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