+477.0%
UL vs RSG
+2,013.0%
-1,535.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.7% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -0.6% | +3.7% | -4.2% | -1.4% |
| 3M | +9.4% | +6.2% | +3.3% | +7.9% |
| 6M | -4.1% | -2.8% | -1.4% | -3.7% |
| YTD | -2.0% | +5.9% | -7.9% | -3.5% |
| 1Y | -9.0% | -1.8% | -7.2% | -8.8% |
| 3Y | +21.8% | +57.5% | -35.7% | +9.1% |
| 5Y | +20.6% | +91.1% | -70.5% | +2.6% |
| 10Y | +67.7% | +428.1% | -360.4% | +14.4% |
| All | +477.0% | +2,013.0% | -1,535.9% | +210.8% |
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