-19.3%
FIS vs RNG
+340.1%
-359.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.3% |
| 7D | +2.8% | +4.6% | -1.8% | +2.1% |
| 30D | -16.7% | +0.4% | -17.1% | -17.0% |
| 3M | -32.3% | +11.4% | -43.7% | -33.8% |
| 6M | -29.1% | +95.7% | -124.7% | -37.3% |
| YTD | -54.1% | +162.9% | -217.0% | -62.0% |
| 1Y | -53.7% | +180.3% | -234.0% | -62.0% |
| 3Y | -38.8% | +188.3% | -227.2% | -52.0% |
| 5Y | -71.1% | -72.5% | +1.4% | -68.9% |
| 10Y | -53.1% | +236.7% | -289.8% | -65.8% |
| All | -19.3% | +340.1% | -359.4% | -42.9% |
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