+1,994.5%
RSG vs FDS
+5,345.3%
-3,350.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.2% |
| 7D | +0.3% | -1.9% | +2.2% | +0.7% |
| 30D | +7.6% | +9.0% | -1.4% | +5.3% |
| 3M | +7.4% | +18.9% | -11.4% | +2.5% |
| 6M | -3.3% | +35.1% | -38.4% | -11.2% |
| YTD | +6.0% | +5.5% | +0.5% | +2.6% |
| 1Y | -3.7% | -16.8% | +13.1% | -1.7% |
| 3Y | +59.1% | -28.1% | +87.2% | +66.9% |
| 5Y | +89.0% | -17.4% | +106.4% | +90.3% |
| 10Y | +412.5% | +85.4% | +327.1% | +321.8% |
| All | +1,994.5% | +5,345.3% | -3,350.8% | +553.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling