+163.6%
W vs RSG
+625.4%
-461.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +3.1% |
| 7D | -4.2% | +0.3% | -4.4% | -4.4% |
| 30D | -7.6% | +7.6% | -15.1% | -11.5% |
| 3M | +37.2% | +7.4% | +29.7% | +30.5% |
| 6M | +26.3% | -3.3% | +29.6% | +27.2% |
| YTD | -1.0% | +6.0% | -7.0% | -6.8% |
| 1Y | +20.1% | -3.7% | +23.8% | +19.9% |
| 3Y | +37.8% | +59.1% | -21.3% | -10.7% |
| 5Y | -63.7% | +89.0% | -152.7% | -79.7% |
| 10Y | +156.3% | +412.5% | -256.2% | -36.0% |
| All | +163.6% | +625.4% | -461.8% | -53.8% |
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