+1,127.7%
RSP vs FDS
+1,568.9%
-441.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.9% |
| 7D | -0.8% | -1.9% | +1.1% | -0.1% |
| 30D | -0.3% | +9.0% | -9.3% | -4.0% |
| 3M | +4.3% | +18.9% | -14.6% | -4.2% |
| 6M | +8.8% | +35.1% | -26.3% | -6.7% |
| YTD | +15.3% | +5.5% | +9.8% | +8.3% |
| 1Y | +18.3% | -16.8% | +35.1% | +21.7% |
| 3Y | +52.8% | -28.1% | +80.9% | +65.2% |
| 5Y | +51.7% | -17.4% | +69.1% | +52.1% |
| 10Y | +208.5% | +85.4% | +123.0% | +108.6% |
| All | +1,127.7% | +1,568.9% | -441.1% | +258.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling