+448.7%
FIX vs RSG
+66.7%
+382.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.5% | +5.2% |
| 7D | -17.5% | +1.2% | -18.6% | -17.1% |
| 30D | -41.6% | +14.2% | -55.8% | -39.8% |
| 3M | -40.6% | +18.2% | -58.8% | -38.6% |
| 6M | -49.4% | +24.4% | -73.7% | -48.4% |
| YTD | +9.2% | +17.9% | -8.7% | +11.8% |
| 1Y | +6.5% | +22.3% | -15.9% | +7.3% |
| 3Y | +448.7% | +65.1% | +383.6% | +339.8% |
| All | +448.7% | +66.7% | +382.1% | +339.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling