+89.5%
RSG vs Z
-66.6%
+156.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | -0.5% |
| 7D | -1.8% | -11.6% | +9.8% | -1.3% |
| 30D | +2.8% | -8.5% | +11.3% | +3.1% |
| 3M | +4.3% | -7.9% | +12.2% | +4.5% |
| 6M | -0.5% | -29.1% | +28.5% | +0.5% |
| YTD | +5.2% | -54.2% | +59.4% | +8.3% |
| 1Y | -2.1% | -63.5% | +61.4% | +1.6% |
| 3Y | +56.5% | -38.6% | +95.1% | +57.7% |
| 5Y | +89.5% | -66.0% | +155.5% | +92.3% |
| All | +89.5% | -66.6% | +156.1% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling