+6.5%
FIS vs RNG
+309.1%
-302.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.4% | -1.5% | -5.2% |
| 7D | -3.5% | -0.8% | -2.6% | -3.3% |
| 30D | -7.8% | +11.4% | -19.2% | -9.5% |
| 3M | +0.8% | +72.1% | -71.3% | -8.4% |
| 6M | -21.9% | +67.9% | -89.8% | -29.2% |
| YTD | -39.5% | +144.3% | -183.8% | -49.0% |
| 1Y | -41.0% | +117.5% | -158.5% | -49.5% |
| 3Y | -23.6% | +123.9% | -147.5% | -37.3% |
| 5Y | -65.6% | -70.1% | +4.5% | -63.5% |
| 10Y | -40.2% | +215.9% | -256.1% | -55.7% |
| All | +6.5% | +309.1% | -302.6% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RNG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling