+99.1%
RSG vs EXEL
+281.2%
-182.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +2.5% | -0.8% | +3.3% | +2.5% |
| 30D | +12.7% | +13.1% | -0.4% | +11.6% |
| 3M | +17.9% | +36.3% | -18.4% | +15.0% |
| 6M | +25.0% | +34.5% | -9.5% | +21.9% |
| YTD | +20.8% | +57.4% | -36.6% | +16.0% |
| 1Y | +24.3% | +62.9% | -38.7% | +18.9% |
| 3Y | +65.3% | +229.5% | -164.3% | +44.4% |
| All | +99.1% | +281.2% | -182.1% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling