+61.0%
RSP vs FDS
-23.2%
+84.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.1% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | +2.6% | +20.2% | -17.6% | +0.1% |
| 3M | -0.8% | +19.9% | -20.7% | -3.4% |
| 6M | +6.3% | +56.2% | -49.9% | -1.1% |
| YTD | +14.1% | +14.6% | -0.4% | +13.3% |
| 1Y | +18.0% | +31.6% | -13.6% | +12.4% |
| 3Y | +61.0% | -23.8% | +84.8% | +78.0% |
| All | +61.0% | -23.2% | +84.2% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling