+92.5%
FISV vs RNG
+305.9%
-213.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.6% | -4.2% |
| 7D | -6.4% | -4.1% | -2.4% | -5.8% |
| 30D | -6.8% | +8.6% | -15.5% | -8.1% |
| 3M | -10.0% | +78.0% | -87.9% | -18.3% |
| 6M | -20.6% | +67.0% | -87.7% | -27.7% |
| YTD | -27.6% | +142.4% | -170.0% | -38.5% |
| 1Y | -64.3% | +120.4% | -184.8% | -69.2% |
| 3Y | -60.0% | +122.1% | -182.1% | -66.7% |
| 5Y | -57.7% | -69.8% | +12.1% | -54.9% |
| 10Y | -3.0% | +223.4% | -226.4% | -30.5% |
| All | +92.5% | +305.9% | -213.4% | +33.7% |
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 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