+619.8%
RSG vs Z
+4.2%
+615.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.7% | +1.6% |
| 7D | +1.4% | -4.9% | +6.4% | +1.7% |
| 30D | +15.0% | +3.0% | +12.1% | +14.7% |
| 3M | +18.5% | -13.4% | +31.9% | +19.2% |
| 6M | +25.8% | -27.3% | +53.1% | +27.8% |
| YTD | +20.8% | -57.8% | +78.6% | +26.8% |
| 1Y | +24.8% | -60.0% | +84.8% | +31.3% |
| 3Y | +65.9% | -21.5% | +87.4% | +64.1% |
| 5Y | +99.1% | -55.0% | +154.0% | +100.4% |
| 10Y | +452.4% | -18.8% | +471.2% | +387.8% |
| All | +619.8% | +4.2% | +615.6% | +507.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling