+23.7%
RSP vs FIG
-77.7%
+101.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.7% |
| 7D | -0.3% | -14.3% | +14.0% | +0.1% |
| 30D | +4.4% | -13.6% | +18.1% | +4.8% |
| 3M | +1.3% | -23.7% | +25.0% | +1.8% |
| 6M | +10.0% | -5.4% | +15.4% | +10.0% |
| YTD | +17.6% | -49.2% | +66.9% | +19.0% |
| 1Y | +19.2% | -57.4% | +76.6% | +20.8% |
| All | +23.7% | -77.7% | +101.4% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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