+1,895.2%
SO vs RSG
+2,310.6%
-415.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.4% | +2.5% | -1.1% | +0.9% |
| 30D | +4.7% | +12.7% | -8.0% | +2.3% |
| 3M | +1.7% | +17.9% | -16.2% | -1.5% |
| 6M | +2.2% | +25.0% | -22.8% | -2.2% |
| YTD | +10.0% | +20.8% | -10.8% | +5.9% |
| 1Y | +6.0% | +24.3% | -18.2% | +1.6% |
| 3Y | +54.1% | +65.3% | -11.1% | +40.0% |
| 5Y | +79.6% | +99.1% | -19.4% | +57.7% |
| 10Y | +195.5% | +452.4% | -256.9% | +125.9% |
| All | +1,895.2% | +2,310.6% | -415.5% | +1,245.7% |
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