+2,287.1%
RSG vs RL
+1,777.2%
+509.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +1.4% | +2.4% | -0.9% | +1.0% |
| 30D | +15.0% | +4.6% | +10.5% | +14.0% |
| 3M | +18.5% | -1.1% | +19.6% | +18.4% |
| 6M | +25.8% | +16.5% | +9.3% | +21.6% |
| YTD | +20.8% | +11.4% | +9.4% | +17.0% |
| 1Y | +24.8% | +16.1% | +8.7% | +19.9% |
| 3Y | +65.9% | +252.6% | -186.7% | +26.8% |
| 5Y | +99.1% | +244.9% | -145.8% | +49.0% |
| 10Y | +452.4% | +342.4% | +110.0% | +268.7% |
| All | +2,287.1% | +1,777.2% | +509.9% | +1,018.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling