+2,730.7%
TER vs RSG
+2,015.2%
+715.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.9% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -8.3% | +7.6% | -15.9% | -11.1% |
| 3M | -12.2% | +7.4% | -19.6% | -16.1% |
| 6M | +17.1% | -3.3% | +20.3% | +15.8% |
| YTD | +84.7% | +6.0% | +78.7% | +75.7% |
| 1Y | +199.9% | -3.7% | +203.6% | +194.6% |
| 3Y | +232.8% | +59.1% | +173.7% | +160.2% |
| 5Y | +198.6% | +89.0% | +109.5% | +116.5% |
| 10Y | +1,669.7% | +412.5% | +1,257.2% | +760.6% |
| All | +2,730.7% | +2,015.2% | +715.4% | +725.2% |
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