+995.4%
TER vs RSG
+452.6%
+542.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +14.4% | +2.5% | +11.9% | +13.5% |
| 30D | -30.6% | +12.7% | -43.3% | -33.7% |
| 3M | -39.2% | +17.9% | -57.1% | -43.1% |
| 6M | -31.3% | +25.0% | -56.3% | -38.6% |
| YTD | +29.1% | +20.8% | +8.3% | +15.8% |
| 1Y | +47.4% | +24.3% | +23.2% | +29.9% |
| 3Y | +191.2% | +65.3% | +126.0% | +102.0% |
| 5Y | +74.0% | +99.1% | -25.1% | +4.3% |
| All | +995.4% | +452.6% | +542.8% | +221.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling