-3.0%
RSG vs USFR
+4.1%
-7.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.5% |
| 7D | 0.0% | +0.1% | -0.1% | -0.4% |
| 30D | +4.0% | +0.4% | +3.6% | +2.9% |
| 3M | +7.4% | +1.0% | +6.3% | +4.3% |
| 6M | +0.1% | +2.0% | -1.9% | -3.1% |
| YTD | +6.0% | +2.8% | +3.3% | -4.3% |
| 1Y | -3.0% | +4.1% | -7.1% | -28.0% |
| All | -3.0% | +4.1% | -7.1% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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