+528.5%
RSG vs Z
+17.0%
+511.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +6.0% | -0.1% |
| 7D | -0.7% | -3.3% | +2.5% | -0.6% |
| 30D | +3.3% | -3.7% | +7.0% | +3.5% |
| 3M | +8.5% | -7.0% | +15.4% | +8.7% |
| 6M | -3.5% | -29.5% | +26.0% | -1.7% |
| YTD | +5.5% | -52.6% | +58.1% | +10.1% |
| 1Y | -1.7% | -64.0% | +62.3% | +4.3% |
| 3Y | +56.9% | -36.4% | +93.3% | +57.9% |
| 5Y | +89.4% | -65.8% | +155.1% | +94.8% |
| 10Y | +412.5% | -5.8% | +418.4% | +348.4% |
| All | +528.5% | +17.0% | +511.5% | +427.3% |
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 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