+3,553.2%
FIX vs RSG
+452.6%
+3,100.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | +2.5% | +6.9% | +7.8% |
| 30D | -27.8% | +12.7% | -40.5% | -33.7% |
| 3M | -35.6% | +17.9% | -53.5% | -42.8% |
| 6M | -45.2% | +25.0% | -70.2% | -54.5% |
| YTD | +19.5% | +20.8% | -1.3% | +0.4% |
| 1Y | +24.2% | +24.3% | 0.0% | +1.7% |
| 3Y | +494.2% | +65.3% | +428.9% | +265.4% |
| 5Y | +1,036.1% | +99.1% | +937.1% | +477.1% |
| All | +3,553.2% | +452.6% | +3,100.6% | +780.2% |
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