+155.2%
W vs RSG
+428.9%
-273.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +0.7% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -4.2% | +4.0% | -8.2% | -6.3% |
| 3M | +26.9% | +7.4% | +19.5% | +21.2% |
| 6M | +31.2% | +0.1% | +31.1% | +29.4% |
| YTD | -1.8% | +6.0% | -7.9% | -7.4% |
| 1Y | +9.3% | -3.0% | +12.3% | +8.9% |
| 3Y | +33.2% | +56.5% | -23.3% | -12.6% |
| 5Y | -62.4% | +90.9% | -153.3% | -79.3% |
| All | +155.2% | +428.9% | -273.7% | -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 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