+1,994.8%
RSG vs IDXX
+7,995.4%
-6,000.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | 0.0% | -5.7% | +5.7% | +1.1% |
| 30D | +4.0% | -11.5% | +15.5% | +6.3% |
| 3M | +7.4% | -9.5% | +16.9% | +9.2% |
| 6M | +0.1% | -16.0% | +16.1% | +2.9% |
| YTD | +6.0% | -25.4% | +31.4% | +11.3% |
| 1Y | -3.0% | -21.8% | +18.8% | +0.5% |
| 3Y | +56.5% | +7.0% | +49.5% | +48.9% |
| 5Y | +90.9% | -26.0% | +116.9% | +91.0% |
| 10Y | +428.7% | +358.9% | +69.8% | +261.0% |
| All | +1,994.8% | +7,995.4% | -6,000.6% | +780.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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