+2,185.6%
FIX vs RSG
+91.5%
+2,094.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +6.1% | -0.7% | +6.8% | +6.2% |
| 30D | -2.7% | +3.3% | -6.0% | -3.5% |
| 3M | -10.9% | +8.5% | -19.4% | -14.0% |
| 6M | +29.0% | -3.5% | +32.5% | +30.3% |
| YTD | +76.9% | +5.5% | +71.4% | +70.9% |
| 1Y | +130.7% | -1.7% | +132.5% | +130.4% |
| 3Y | +790.7% | +56.9% | +733.8% | +557.7% |
| 5Y | +2,185.6% | +89.4% | +2,096.2% | +1,365.4% |
| All | +2,185.6% | +91.5% | +2,094.0% | +1,365.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling