+621.5%
XYZ vs RSG
+452.5%
+169.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.3% |
| 7D | -2.2% | +1.6% | -3.8% | -3.3% |
| 30D | +11.6% | +13.5% | -1.9% | +2.0% |
| 3M | +8.4% | +16.3% | -7.9% | -2.8% |
| 6M | +17.2% | +26.9% | -9.7% | -2.7% |
| YTD | +31.7% | +19.1% | +12.6% | +13.8% |
| 1Y | +30.1% | +21.8% | +8.2% | +10.3% |
| 3Y | +66.4% | +63.5% | +3.0% | +6.9% |
| 5Y | -62.2% | +98.6% | -160.8% | -79.5% |
| 10Y | +621.5% | +444.4% | +177.1% | +82.1% |
| All | +621.5% | +452.5% | +169.0% | +82.1% |
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