+56.3%
RSG vs Z
-37.2%
+93.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | 0.0% | -7.1% | +7.0% | +0.2% |
| 30D | +3.7% | -4.8% | +8.4% | +3.8% |
| 3M | +6.2% | -9.3% | +15.5% | +6.3% |
| 6M | -2.8% | -29.0% | +26.2% | -2.1% |
| YTD | +5.9% | -52.9% | +58.8% | +8.1% |
| 1Y | -1.8% | -63.1% | +61.4% | +1.1% |
| All | +56.3% | -37.2% | +93.5% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling