+1,120.4%
RSP vs FIX
+61,709.4%
-60,589.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -11.6% | +8.7% | -0.1% |
| 7D | -1.4% | -27.2% | +25.8% | +5.7% |
| 30D | +2.1% | -46.9% | +49.1% | +17.7% |
| 3M | -0.9% | -44.4% | +43.5% | +12.3% |
| 6M | +7.5% | -50.9% | +58.4% | +24.0% |
| YTD | +14.6% | +3.5% | +11.0% | +7.7% |
| 1Y | +17.6% | -2.1% | +19.7% | +11.6% |
| 3Y | +60.8% | +418.7% | -358.0% | -9.7% |
| 5Y | +46.1% | +894.6% | -848.4% | -33.1% |
| 10Y | +221.4% | +3,465.5% | -3,244.1% | -1.9% |
| All | +1,120.4% | +61,709.4% | -60,589.1% | +128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling