-55.9%
W vs RSG
+99.6%
-155.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.2% | +2.5% | -2.3% | -0.3% |
| 30D | +6.8% | +12.7% | -5.9% | +4.1% |
| 3M | +10.7% | +17.9% | -7.3% | +6.8% |
| 6M | +86.3% | +25.0% | +61.4% | +76.7% |
| YTD | +11.5% | +20.8% | -9.3% | +5.7% |
| 1Y | +5.1% | +24.3% | -19.2% | -1.4% |
| 3Y | +171.0% | +65.3% | +105.7% | +101.4% |
| All | -55.9% | +99.6% | -155.4% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling