+48.4%
RSP vs RSG
+99.6%
-51.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.4% | +2.5% | -0.1% | +1.5% |
| 30D | +4.3% | +12.7% | -8.4% | -0.2% |
| 3M | -0.3% | +17.9% | -18.3% | -6.2% |
| 6M | +9.8% | +25.0% | -15.2% | +0.7% |
| YTD | +16.8% | +20.8% | -4.0% | +8.1% |
| 1Y | +19.5% | +24.3% | -4.8% | +9.2% |
| 3Y | +65.1% | +65.3% | -0.1% | +29.3% |
| All | +48.4% | +99.6% | -51.1% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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