+1,213.4%
RSG vs XME
+246.2%
+967.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -0.7% | +3.6% | -4.4% | -1.6% |
| 30D | +3.3% | +3.6% | -0.3% | +2.2% |
| 3M | +8.5% | +1.2% | +7.2% | +7.4% |
| 6M | -3.5% | +9.0% | -12.6% | -7.0% |
| YTD | +5.5% | +15.9% | -10.4% | -0.4% |
| 1Y | -1.7% | +43.2% | -44.9% | -12.7% |
| 3Y | +56.9% | +137.4% | -80.5% | +19.4% |
| 5Y | +89.4% | +185.0% | -95.7% | +32.9% |
| 10Y | +412.5% | +409.5% | +3.1% | +184.6% |
| All | +1,213.4% | +246.2% | +967.2% | +574.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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