+19.6%
RSG vs S
+36.5%
-16.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +1.1% |
| 7D | +5.1% | -8.2% | +13.4% | +5.0% |
| 30D | +15.3% | -7.6% | +22.9% | +15.3% |
| 3M | +18.6% | +12.0% | +6.6% | +18.4% |
| 6M | +19.5% | +50.6% | -31.0% | +19.1% |
| YTD | +17.2% | +56.6% | -39.4% | +16.5% |
| 1Y | +19.6% | +39.2% | -19.7% | +19.0% |
| All | +19.6% | +36.5% | -16.9% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling