+65.3%
RSG vs M
+158.0%
-92.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | +2.5% | +7.0% | -4.5% | +2.4% |
| 30D | +12.7% | +8.9% | +3.8% | +12.5% |
| 3M | +17.9% | +4.5% | +13.4% | +17.8% |
| 6M | +25.0% | +36.2% | -11.2% | +24.3% |
| YTD | +20.8% | +15.1% | +5.7% | +20.6% |
| 1Y | +24.3% | +27.4% | -3.2% | +23.7% |
| 3Y | +65.3% | +160.1% | -94.9% | +62.2% |
| All | +65.3% | +158.0% | -92.7% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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