-23.6%
FIS vs RNG
+120.7%
-144.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.3% |
| 3M | +0.8% | +72.1% | -71.3% | -7.5% |
| 6M | -21.9% | +67.9% | -89.8% | -28.6% |
| YTD | -39.5% | +144.3% | -183.8% | -47.6% |
| 1Y | -41.0% | +117.5% | -158.5% | -48.3% |
| 3Y | -23.6% | +123.9% | -147.5% | -37.7% |
| All | -23.6% | +120.7% | -144.3% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling