+13.2%
FIS vs RNG
+327.7%
-314.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.3% |
| 7D | +1.1% | +5.8% | -4.7% | +0.1% |
| 30D | -2.2% | +19.6% | -21.8% | -5.1% |
| 3M | +2.1% | +67.0% | -64.9% | -6.8% |
| 6M | -14.7% | +88.4% | -103.0% | -24.1% |
| YTD | -35.7% | +155.5% | -191.2% | -46.2% |
| 1Y | -37.1% | +141.7% | -178.7% | -47.0% |
| 3Y | -20.0% | +131.1% | -151.1% | -34.7% |
| 5Y | -62.1% | -70.6% | +8.5% | -59.7% |
| 10Y | -37.4% | +228.2% | -265.6% | -54.0% |
| All | +13.2% | +327.7% | -314.5% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling