+129.0%
FITB vs RNG
+122.1%
+6.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -0.4% | -4.1% | +3.7% | +0.2% |
| 30D | -5.1% | +8.6% | -13.8% | -6.5% |
| 3M | +3.5% | +78.0% | -74.4% | -6.1% |
| 6M | +17.2% | +67.0% | -49.8% | +6.1% |
| YTD | +17.6% | +142.4% | -124.8% | -2.8% |
| 1Y | +23.4% | +120.4% | -97.1% | +3.7% |
| All | +129.0% | +122.1% | +6.9% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling