-9.1%
T vs RSG
-3.6%
-5.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -1.5% |
| 7D | -1.3% | +0.3% | -1.5% | -1.4% |
| 30D | +11.4% | +7.6% | +3.8% | +8.5% |
| 3M | +14.3% | +7.4% | +6.9% | +11.6% |
| 6M | -9.3% | -3.3% | -6.0% | -8.8% |
| YTD | +7.1% | +6.0% | +1.1% | +4.3% |
| 1Y | -9.1% | -3.7% | -5.4% | -7.3% |
| All | -9.1% | -3.6% | -5.5% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling