+2,287.0%
RSG vs FDS
+5,899.4%
-3,612.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +2.5% | +1.5% | +1.0% | +2.1% |
| 30D | +12.7% | +14.8% | -2.1% | +9.0% |
| 3M | +17.9% | +16.3% | +1.6% | +13.3% |
| 6M | +25.0% | +66.2% | -41.2% | +9.4% |
| YTD | +20.8% | +16.2% | +4.6% | +13.9% |
| 1Y | +24.3% | +21.8% | +2.4% | +15.6% |
| 3Y | +65.3% | -23.9% | +89.1% | +70.6% |
| 5Y | +99.1% | -23.1% | +122.2% | +103.3% |
| 10Y | +452.4% | +128.7% | +323.7% | +332.4% |
| All | +2,287.0% | +5,899.4% | -3,612.4% | +625.4% |
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