+1,797.1%
SO vs RSG
+2,005.0%
-207.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +1.0% | -0.7% | +1.8% | +1.2% |
| 30D | -3.2% | +3.3% | -6.5% | -3.8% |
| 3M | -1.7% | +8.5% | -10.2% | -3.2% |
| 6M | -7.2% | -3.5% | -3.7% | -6.6% |
| YTD | +4.6% | +5.5% | -0.9% | +3.4% |
| 1Y | +1.2% | -1.7% | +2.9% | +1.4% |
| 3Y | +45.3% | +56.9% | -11.6% | +33.5% |
| 5Y | +58.7% | +89.4% | -30.7% | +40.9% |
| 10Y | +155.9% | +412.5% | -256.7% | +99.5% |
| All | +1,797.1% | +2,005.0% | -207.9% | +1,213.5% |
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