+114.0%
RSG vs S
-56.9%
+170.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | -1.8% | +0.1% | -1.8% | -1.8% |
| 30D | +2.8% | -11.8% | +14.6% | +3.1% |
| 3M | +4.3% | +33.9% | -29.6% | +3.1% |
| 6M | -0.5% | +40.1% | -40.6% | -1.9% |
| YTD | +5.2% | +32.1% | -26.8% | +3.9% |
| 1Y | -2.1% | +11.0% | -13.2% | -2.9% |
| 3Y | +56.5% | +16.9% | +39.6% | +53.7% |
| 5Y | +89.5% | -68.9% | +158.4% | +89.5% |
| All | +114.0% | -56.9% | +170.9% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling