+210.1%
W vs RSG
+452.6%
-242.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.2% | +2.5% | -2.3% | -1.2% |
| 30D | +6.8% | +12.7% | -5.9% | -0.3% |
| 3M | +10.7% | +17.9% | -7.3% | +0.6% |
| 6M | +86.3% | +25.0% | +61.4% | +62.3% |
| YTD | +11.5% | +20.8% | -9.3% | -2.6% |
| 1Y | +5.1% | +24.3% | -19.2% | -9.9% |
| 3Y | +171.0% | +65.3% | +105.7% | +76.1% |
| 5Y | -56.6% | +99.1% | -155.7% | -76.0% |
| All | +210.1% | +452.6% | -242.5% | -17.1% |
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