-2.8%
RSG vs SPXU
-33.2%
+30.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | 0.0% | +1.3% | -1.3% | -0.3% |
| 30D | +3.7% | +5.1% | -1.5% | +2.6% |
| 3M | +6.2% | -9.1% | +15.3% | +8.0% |
| 6M | -2.8% | -29.6% | +26.8% | +1.0% |
| All | -2.8% | -33.2% | +30.5% | +1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling