+3,473.2%
RSG vs FLR
+609.6%
+2,863.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | +3.3% | -0.7% | +4.0% | +3.3% |
| 3M | +8.5% | +14.3% | -5.9% | +5.7% |
| 6M | -3.5% | +25.6% | -29.1% | -7.8% |
| YTD | +5.5% | +42.9% | -37.4% | -1.3% |
| 1Y | -1.7% | +38.7% | -40.5% | -8.1% |
| 3Y | +56.9% | +61.8% | -4.9% | +38.4% |
| 5Y | +89.4% | +254.1% | -164.7% | +43.4% |
| 10Y | +412.5% | +20.0% | +392.5% | +311.7% |
| All | +3,473.2% | +609.6% | +2,863.6% | +1,793.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling