+420.8%
RSG vs RL
+311.3%
+109.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.7% |
| 7D | 0.0% | -3.4% | +3.5% | +0.5% |
| 30D | +4.0% | -14.4% | +18.4% | +6.1% |
| 3M | +7.4% | -13.6% | +20.9% | +9.3% |
| 6M | +0.1% | +0.6% | -0.5% | -0.7% |
| YTD | +6.0% | -3.6% | +9.6% | +5.6% |
| 1Y | -3.0% | +8.3% | -11.3% | -5.1% |
| 3Y | +56.5% | +204.8% | -148.3% | +27.0% |
| 5Y | +90.9% | +232.9% | -142.0% | +48.4% |
| All | +420.8% | +311.3% | +109.6% | +269.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling