+204.4%
RSP vs FDS
+77.6%
+126.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | +0.4% |
| 7D | -0.4% | -5.4% | +5.0% | +1.5% |
| 30D | -1.5% | +1.6% | -3.1% | -2.3% |
| 3M | +4.8% | +17.7% | -12.9% | -2.3% |
| 6M | +10.3% | +29.1% | -18.8% | -2.2% |
| YTD | +14.1% | +1.0% | +13.1% | +10.8% |
| 1Y | +17.0% | -21.6% | +38.6% | +25.7% |
| 3Y | +54.2% | -30.1% | +84.3% | +71.6% |
| 5Y | +51.5% | -20.7% | +72.2% | +56.2% |
| 10Y | +204.4% | +78.3% | +126.1% | +114.9% |
| All | +204.4% | +77.6% | +126.8% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling