-3.7%
FISV vs RNG
+179.4%
-183.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.5% | +6.3% |
| 7D | +29.6% | -9.6% | +39.2% | +31.9% |
| 30D | +34.5% | -1.4% | +35.9% | +34.3% |
| 3M | +11.2% | +28.8% | -17.5% | +5.2% |
| 6M | -1.2% | +65.6% | -66.8% | -11.8% |
| YTD | -7.6% | +171.4% | -179.0% | -25.1% |
| 1Y | -3.7% | +185.3% | -189.0% | -24.5% |
| All | -3.7% | +179.4% | -183.1% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling