+21.2%
RSP vs FIG
-71.6%
+92.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | -0.4% |
| 7D | -0.8% | -16.3% | +15.5% | -0.4% |
| 30D | -0.3% | -14.3% | +14.0% | -0.1% |
| 3M | +4.3% | +7.2% | -2.9% | +4.0% |
| 6M | +8.8% | -18.6% | +27.4% | +9.1% |
| YTD | +15.3% | -35.5% | +50.7% | +15.9% |
| 1Y | +18.3% | -55.8% | +74.1% | +19.7% |
| All | +21.2% | -71.6% | +92.9% | +21.8% |
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