-68.2%
XYZ vs RSG
+89.5%
-157.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +2.9% | -0.7% | +3.6% | +3.3% |
| 30D | +1.4% | +3.3% | -1.9% | -0.4% |
| 3M | +14.6% | +8.5% | +6.1% | +8.7% |
| 6M | +20.8% | -3.5% | +24.3% | +22.5% |
| YTD | +23.1% | +5.5% | +17.6% | +17.7% |
| 1Y | +5.6% | -1.7% | +7.4% | +5.7% |
| 3Y | +50.9% | +56.9% | -6.0% | -0.6% |
| All | -68.2% | +89.5% | -157.6% | -83.3% |
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