-66.1%
FIS vs RNG
-70.2%
+4.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | -9.1% | -4.1% | -5.0% | -8.4% |
| 30D | -10.4% | +8.6% | -19.1% | -11.7% |
| 3M | -3.7% | +78.0% | -81.7% | -13.4% |
| 6M | -24.8% | +67.0% | -91.8% | -32.1% |
| YTD | -41.6% | +142.4% | -184.0% | -51.1% |
| 1Y | -42.7% | +120.4% | -163.2% | -51.4% |
| 3Y | -26.2% | +122.1% | -148.4% | -40.1% |
| 5Y | -66.1% | -69.8% | +3.7% | -62.1% |
| All | -66.1% | -70.2% | +4.1% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling