+1,994.5%
RSG vs RL
+1,582.2%
+412.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.4% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | +7.6% | -7.8% | +15.3% | +9.0% |
| 3M | +7.4% | -4.0% | +11.4% | +7.9% |
| 6M | -3.3% | -1.9% | -1.4% | -3.9% |
| YTD | +6.0% | -0.2% | +6.2% | +4.9% |
| 1Y | -3.7% | +10.7% | -14.3% | -6.6% |
| 3Y | +59.1% | +210.8% | -151.7% | +24.4% |
| 5Y | +89.0% | +238.2% | -149.2% | +41.5% |
| 10Y | +412.5% | +313.4% | +99.1% | +246.3% |
| All | +1,994.5% | +1,582.2% | +412.4% | +902.4% |
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