-2.1%
RSG vs S
+10.1%
-12.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -1.8% | +0.1% | -1.8% | -1.8% |
| 30D | +2.8% | -11.8% | +14.6% | +2.8% |
| 3M | +4.3% | +33.9% | -29.6% | +3.6% |
| 6M | -0.5% | +40.1% | -40.6% | -1.1% |
| YTD | +5.2% | +32.1% | -26.8% | +4.4% |
| 1Y | -2.1% | +11.0% | -13.2% | -2.6% |
| All | -2.1% | +10.1% | -12.2% | -2.6% |
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