+56.3%
RSG vs EXEL
+164.8%
-108.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.3% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | +3.7% | +10.1% | -6.5% | +3.1% |
| 3M | +6.2% | +10.1% | -3.9% | +5.5% |
| 6M | -2.8% | +37.7% | -40.4% | -4.6% |
| YTD | +5.9% | +33.1% | -27.2% | +4.0% |
| 1Y | -1.8% | +52.4% | -54.1% | -4.5% |
| All | +56.3% | +164.8% | -108.5% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling