+91.1%
RSG vs RL
+233.3%
-142.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.6% |
| 7D | 0.0% | -0.3% | +0.2% | 0.0% |
| 30D | +3.7% | -17.5% | +21.2% | +4.8% |
| 3M | +6.2% | -14.0% | +20.1% | +7.0% |
| 6M | -2.8% | -2.0% | -0.8% | -3.0% |
| YTD | +5.9% | -4.6% | +10.5% | +5.8% |
| 1Y | -1.8% | +9.5% | -11.3% | -3.0% |
| 3Y | +57.5% | +200.5% | -143.0% | +39.2% |
| 5Y | +91.1% | +226.3% | -135.2% | +63.6% |
| All | +91.1% | +233.3% | -142.2% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling