+417.2%
T vs RSG
+2,005.0%
-1,587.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | +7.6% | +3.3% | +4.3% | +6.8% |
| 3M | +15.3% | +8.5% | +6.8% | +13.0% |
| 6M | -8.5% | -3.5% | -4.9% | -7.8% |
| YTD | +6.8% | +5.5% | +1.3% | +5.2% |
| 1Y | -7.2% | -1.7% | -5.5% | -7.1% |
| 3Y | +108.2% | +56.9% | +51.4% | +85.7% |
| 5Y | +66.1% | +89.4% | -23.3% | +40.6% |
| 10Y | +65.3% | +412.5% | -347.2% | +12.3% |
| All | +417.2% | +2,005.0% | -1,587.8% | +170.0% |
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