+6,034.5%
FIX vs RSG
+418.8%
+5,615.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.3% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | -3.5% | +3.7% | -7.2% | -6.0% |
| 3M | -11.8% | +6.2% | -17.9% | -17.0% |
| 6M | +17.8% | -2.8% | +20.6% | +16.9% |
| YTD | +73.3% | +5.9% | +67.4% | +60.3% |
| 1Y | +128.1% | -1.8% | +129.9% | +122.2% |
| 3Y | +772.7% | +57.5% | +715.2% | +447.4% |
| 5Y | +2,166.4% | +91.1% | +2,075.4% | +1,053.3% |
| 10Y | +6,034.5% | +428.1% | +5,606.4% | +1,259.9% |
| All | +6,034.5% | +418.8% | +5,615.7% | +1,259.9% |
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