+56.3%
RSG vs S
+13.6%
+42.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | 0.0% | -1.2% | +1.2% | 0.0% |
| 30D | +3.7% | -12.6% | +16.2% | +3.9% |
| 3M | +6.2% | +27.6% | -21.4% | +5.2% |
| 6M | -2.8% | +35.5% | -38.2% | -3.9% |
| YTD | +5.9% | +29.6% | -23.7% | +4.7% |
| 1Y | -1.8% | +8.1% | -9.9% | -2.3% |
| All | +56.3% | +13.6% | +42.7% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling