+55.3%
RSG vs SPXU
-79.4%
+134.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.5% | -0.5% |
| 7D | -1.8% | +6.4% | -8.2% | -1.4% |
| 30D | +2.8% | +5.9% | -3.2% | +3.1% |
| 3M | +4.3% | -11.7% | +16.0% | +3.5% |
| 6M | -0.5% | -28.7% | +28.2% | -3.0% |
| YTD | +5.2% | -26.4% | +31.6% | +3.1% |
| 1Y | -2.1% | -35.2% | +33.1% | -5.3% |
| All | +55.3% | -79.4% | +134.8% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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