+376.5%
FIS vs RSG
+2,681.8%
-2,305.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.4% |
| 7D | +1.1% | +0.3% | +0.8% | +0.9% |
| 30D | -2.2% | +7.6% | -9.8% | -5.7% |
| 3M | +2.1% | +7.4% | -5.3% | -1.4% |
| 6M | -14.7% | -3.3% | -11.4% | -13.6% |
| YTD | -35.7% | +6.0% | -41.7% | -37.8% |
| 1Y | -37.1% | -3.7% | -33.4% | -36.3% |
| 3Y | -20.0% | +59.1% | -79.1% | -37.6% |
| 5Y | -62.1% | +89.0% | -151.2% | -73.2% |
| 10Y | -37.4% | +412.5% | -449.9% | -72.0% |
| All | +376.5% | +2,681.8% | -2,305.3% | +12.4% |
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