+8,391.6%
FIX vs RSG
+2,015.2%
+6,376.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.3% |
| 7D | +6.0% | +0.3% | +5.8% | +5.9% |
| 30D | -7.2% | +7.6% | -14.8% | -9.7% |
| 3M | -15.9% | +7.4% | -23.3% | -18.7% |
| 6M | +12.7% | -3.3% | +16.0% | +12.4% |
| YTD | +72.8% | +6.0% | +66.8% | +66.5% |
| 1Y | +122.9% | -3.7% | +126.6% | +121.6% |
| 3Y | +774.3% | +59.1% | +715.2% | +621.7% |
| 5Y | +2,049.5% | +89.0% | +1,960.4% | +1,566.2% |
| 10Y | +5,821.5% | +412.5% | +5,408.9% | +3,333.6% |
| All | +8,391.6% | +2,015.2% | +6,376.3% | +3,715.7% |
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