+90.0%
RSG vs FLR
+238.1%
-148.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.7% |
| 7D | 0.0% | -3.5% | +3.5% | +0.1% |
| 30D | +4.0% | +4.2% | -0.2% | +3.8% |
| 3M | +7.4% | +8.1% | -0.7% | +6.9% |
| 6M | +0.1% | +21.5% | -21.4% | -1.2% |
| YTD | +6.0% | +36.8% | -30.7% | +3.9% |
| 1Y | -3.0% | +31.2% | -34.2% | -4.9% |
| 3Y | +56.5% | +53.9% | +2.6% | +47.7% |
| All | +90.0% | +238.1% | -148.1% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 5y: compounded portfolio wealth divided by compounded FLR 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…
5y analysis · Full analysis span regression · 6 months rolling