-35.7%
U vs RSG
+150.9%
-186.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +4.3% |
| 7D | +5.5% | 0.0% | +5.5% | +5.5% |
| 30D | -1.3% | +4.0% | -5.2% | -2.1% |
| 3M | +64.6% | +7.4% | +57.2% | +61.6% |
| 6M | +119.4% | +0.1% | +119.3% | +119.0% |
| YTD | -0.5% | +6.0% | -6.5% | -2.4% |
| 1Y | +1.3% | -3.0% | +4.3% | +2.0% |
| 3Y | +15.6% | +56.5% | -40.9% | -5.4% |
| 5Y | -67.5% | +90.9% | -158.4% | -74.4% |
| All | -35.7% | +150.9% | -186.6% | -43.3% |
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