+1,127.7%
RSP vs RSG
+2,400.5%
-1,272.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | -0.8% | +0.3% | -1.0% | -0.9% |
| 30D | -0.3% | +7.6% | -7.9% | -4.3% |
| 3M | +4.3% | +7.4% | -3.2% | -0.2% |
| 6M | +8.8% | -3.3% | +12.1% | +9.8% |
| YTD | +15.3% | +6.0% | +9.3% | +10.3% |
| 1Y | +18.3% | -3.7% | +21.9% | +19.1% |
| 3Y | +52.8% | +59.1% | -6.3% | +14.1% |
| 5Y | +51.7% | +89.0% | -37.3% | +1.3% |
| 10Y | +208.5% | +412.5% | -204.0% | +17.8% |
| All | +1,127.7% | +2,400.5% | -1,272.7% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling