+420.8%
RSG vs Z
-2.5%
+423.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.5% |
| 7D | 0.0% | -6.0% | +6.1% | +0.4% |
| 30D | +4.0% | -2.3% | +6.2% | +4.0% |
| 3M | +7.4% | -0.6% | +8.0% | +7.2% |
| 6M | +0.1% | -27.6% | +27.7% | +1.7% |
| YTD | +6.0% | -52.4% | +58.4% | +10.4% |
| 1Y | -3.0% | -63.6% | +60.6% | +2.7% |
| 3Y | +56.5% | -36.4% | +92.9% | +57.5% |
| 5Y | +90.9% | -64.6% | +155.5% | +95.7% |
| All | +420.8% | -2.5% | +423.3% | +356.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling