+56.3%
RSG vs FDS
-32.7%
+89.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.9% |
| 7D | 0.0% | -8.8% | +8.8% | +1.4% |
| 30D | +3.7% | -1.4% | +5.0% | +3.8% |
| 3M | +6.2% | +13.9% | -7.7% | +3.9% |
| 6M | -2.8% | +27.4% | -30.2% | -6.9% |
| YTD | +5.9% | -2.5% | +8.4% | +7.0% |
| 1Y | -1.8% | -23.8% | +22.0% | +4.7% |
| All | +56.3% | -32.7% | +89.0% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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