+533.2%
XYZ vs RSG
+503.7%
+29.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | 0.0% |
| 7D | -1.0% | +0.3% | -1.2% | -1.2% |
| 30D | -1.7% | +7.6% | -9.3% | -6.7% |
| 3M | +16.7% | +7.4% | +9.3% | +9.9% |
| 6M | +26.9% | -3.3% | +30.1% | +27.8% |
| YTD | +27.1% | +6.0% | +21.1% | +19.7% |
| 1Y | +9.3% | -3.7% | +12.9% | +10.0% |
| 3Y | +42.3% | +59.1% | -16.8% | -6.6% |
| 5Y | -69.3% | +89.0% | -158.3% | -82.6% |
| 10Y | +586.8% | +412.5% | +174.3% | +99.3% |
| All | +533.2% | +503.7% | +29.5% | +68.6% |
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