+61.6%
RSP vs FIX
+420.3%
-358.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -11.6% | +8.7% | -1.7% |
| 7D | -1.4% | -27.2% | +25.8% | +1.6% |
| 30D | +2.1% | -46.9% | +49.1% | +8.9% |
| 3M | -0.9% | -44.4% | +43.5% | +4.8% |
| 6M | +7.5% | -50.9% | +58.4% | +14.8% |
| YTD | +14.6% | +3.5% | +11.0% | +10.4% |
| 1Y | +17.6% | -2.1% | +19.7% | +14.0% |
| All | +61.6% | +420.3% | -358.6% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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