+99.1%
RSG vs M
-3.3%
+102.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +2.5% | +7.0% | -4.5% | +2.2% |
| 30D | +12.7% | +8.9% | +3.8% | +12.3% |
| 3M | +17.9% | +4.5% | +13.4% | +17.6% |
| 6M | +25.0% | +36.2% | -11.2% | +23.3% |
| YTD | +20.8% | +15.1% | +5.7% | +19.9% |
| 1Y | +24.3% | +27.4% | -3.2% | +22.7% |
| 3Y | +65.3% | +160.1% | -94.9% | +54.5% |
| All | +99.1% | -3.3% | +102.4% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling