+5,731.7%
FIX vs RSG
+2,259.5%
+3,472.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -13.9% | +2.0% | -15.9% | -14.6% |
| 30D | -35.5% | +14.2% | -49.7% | -38.8% |
| 3M | -33.9% | +15.8% | -49.7% | -37.7% |
| 6M | -43.3% | +24.6% | -67.9% | -48.4% |
| YTD | +18.7% | +18.2% | +0.4% | +9.3% |
| 1Y | +13.8% | +22.8% | -9.0% | +3.2% |
| 3Y | +495.0% | +62.4% | +432.6% | +384.9% |
| 5Y | +1,049.0% | +96.0% | +953.0% | +773.6% |
| 10Y | +3,644.4% | +448.5% | +3,195.9% | +1,999.5% |
| All | +5,731.7% | +2,259.5% | +3,472.3% | +2,405.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling