+304.3%
RSG vs FND
+58.4%
+245.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | 0.0% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +3.3% | -23.6% | +26.9% | +6.1% |
| 3M | +8.5% | +4.3% | +4.1% | +7.6% |
| 6M | -3.5% | -20.3% | +16.8% | -1.9% |
| YTD | +5.5% | -21.3% | +26.8% | +7.0% |
| 1Y | -1.7% | -45.4% | +43.6% | +3.6% |
| 3Y | +56.9% | -48.9% | +105.8% | +62.6% |
| 5Y | +89.4% | -61.0% | +150.4% | +97.8% |
| All | +304.3% | +58.4% | +245.9% | +239.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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