+18.4%
U vs RSG
+19.5%
-1.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.8% | +5.3% |
| 7D | +7.5% | +5.1% | +2.3% | +9.6% |
| 30D | -7.0% | +15.3% | -22.4% | -1.8% |
| 3M | +20.6% | +18.6% | +2.0% | +28.9% |
| 6M | +53.2% | +19.5% | +33.6% | +64.8% |
| YTD | -3.9% | +17.2% | -21.1% | +6.0% |
| 1Y | +18.4% | +19.6% | -1.2% | +33.7% |
| All | +18.4% | +19.5% | -1.2% | +33.7% |
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