-42.8%
FIX vs RSG
+25.7%
-68.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +6.1% |
| 7D | +6.4% | +1.6% | +4.8% | +9.4% |
| 30D | -29.1% | +13.5% | -42.5% | -13.8% |
| 3M | -31.1% | +16.3% | -47.5% | -13.2% |
| 6M | -42.8% | +26.9% | -69.7% | -22.5% |
| All | -42.8% | +25.7% | -68.5% | -22.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling