+892.4%
RSG vs INDA
+109.8%
+782.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.6% |
| 7D | 0.0% | -2.6% | +2.6% | +0.8% |
| 30D | +3.7% | -2.9% | +6.6% | +4.6% |
| 3M | +6.2% | +2.4% | +3.8% | +5.2% |
| 6M | -2.8% | -2.6% | -0.2% | -2.4% |
| YTD | +5.9% | -10.0% | +15.8% | +8.9% |
| 1Y | -1.8% | -7.7% | +5.9% | +0.1% |
| 3Y | +57.5% | +8.9% | +48.6% | +51.0% |
| 5Y | +91.1% | +6.0% | +85.1% | +83.8% |
| 10Y | +428.1% | +84.4% | +343.7% | +310.4% |
| All | +892.4% | +109.8% | +782.6% | +618.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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