+1,228.3%
RSG vs SPXU
-100.0%
+1,328.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.1% |
| 7D | -0.7% | -1.5% | +0.7% | -1.0% |
| 30D | +3.3% | +3.7% | -0.4% | +4.2% |
| 3M | +8.5% | -9.6% | +18.0% | +6.2% |
| 6M | -3.5% | -32.4% | +28.8% | -11.2% |
| YTD | +5.5% | -28.7% | +34.2% | -1.5% |
| 1Y | -1.7% | -38.2% | +36.5% | -11.0% |
| 3Y | +56.9% | -80.4% | +137.3% | +14.5% |
| 5Y | +89.4% | -86.0% | +175.4% | +40.0% |
| 10Y | +412.5% | -99.5% | +512.0% | +104.5% |
| All | +1,228.3% | -100.0% | +1,328.3% | +123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling