+43.2%
TER vs RSG
+19.5%
+23.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.0% | -7.9% | -5.0% |
| 7D | -19.9% | +5.1% | -25.0% | -12.1% |
| 30D | -43.5% | +15.3% | -58.8% | -26.9% |
| 3M | -37.8% | +18.6% | -56.3% | -15.4% |
| 6M | -25.6% | +19.5% | -45.1% | +4.2% |
| YTD | +29.8% | +17.2% | +12.6% | +80.1% |
| 1Y | +43.2% | +19.6% | +23.6% | +104.1% |
| All | +43.2% | +19.5% | +23.6% | +104.1% |
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 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