+292.2%
TER vs RSG
+57.5%
+234.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.4% |
| 7D | +12.4% | 0.0% | +12.4% | +12.4% |
| 30D | +5.1% | +3.7% | +1.5% | +7.9% |
| 3M | +4.0% | +6.2% | -2.2% | +9.2% |
| 6M | +29.5% | -2.8% | +32.3% | +34.2% |
| YTD | +98.5% | +5.9% | +92.6% | +109.2% |
| 1Y | +234.1% | -1.8% | +235.8% | +252.2% |
| All | +292.2% | +57.5% | +234.7% | +299.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling