+597.9%
XYZ vs RSG
+425.0%
+172.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | -5.2% | -1.8% | -3.4% | -4.0% |
| 30D | 0.0% | +2.8% | -2.8% | -2.0% |
| 3M | +18.7% | +4.3% | +14.4% | +14.3% |
| 6M | +20.5% | -0.5% | +21.1% | +18.9% |
| YTD | +21.5% | +5.2% | +16.2% | +14.8% |
| 1Y | +7.2% | -2.1% | +9.4% | +6.6% |
| 3Y | +49.0% | +56.5% | -7.5% | -2.2% |
| 5Y | -68.1% | +89.5% | -157.6% | -82.3% |
| All | +597.9% | +425.0% | +172.9% | +91.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling